R/function-SecurityAttribution.R

In CarlvinJerry/InnovaPerformanceAttribution: Performance Analytics for Portfolios

###ATTRIBUTION++++++++++++++++++++++--------------ATTRIBUTION--------------------------------ATTRIBUTION------------
#'SecurityAttribution object generator Function
#'
#' This function generates an S4  object of class SecurityAttribution
#' @param PerformanceData A data frame containing performance metrics for the fund.
#' @export
#' @keywords
#' @examples
#' class.SecurityAttribution(assetData)
#'
#'
class.SecurityAttribution<- function(PerformanceData){
  #
  #Create object of Holdings
  attributionObject<-SecurityAttribution(
    AssetClass=as.factor(PerformanceData$AssetClass),
    AssetCategory = as.factor(PerformanceData$AssetCategory),
    Asset = as.factor(PerformanceData$Asset),

    PortfolioReturns = as.numeric(PerformanceData$Returns),
    BenchmarkReturns = as.numeric(PerformanceData$Benchmark),
    PortfolioWeights=as.numeric(PerformanceData$Weight),
    BenchmarkWeights=as.numeric(PerformanceData$BenchmarkWeight)
  )
  attributionObject
}