R/data.R

In Nyeley/dmdl: Duration gap analysis

#' Assets
#'
#' Consolidated balancesheet's asset information
#'
#' @description Data set containg three numerical columns, value, duration, and yield of consolidated balance sheet assets.
#'    The data set is  used in the examples provided in the vignette.
#'
#' \itemize{
#'   \item Deutsche. Descritption of the assets in the asset portfolio
#'   \item Asset. Values of the assets from the assetportfolio
#'   \item Duration. The durations of the assets from the asset portfolio
#'   \item Yield. The yields of the assets from the asset portfolio
#' }
#'
#'@docType data
#'@keywords datasets
#'@references Deutsche Bank Annual Report 2018, Consolidated Balance Sheet
#'@format A data frame with 4 columns
"Assets"




#' Liabilities
#'
#' Consolidated balance sheet's liabilities information
#'
#' @description A data set containing the consolidated balance sheet liabilities values, liabilities durations, and liabilities yields.
#'
#'  \itemize{
#'   \item Deutsche. Descritption of the liabilities
#'   \item Liabilities. Value of the liabilities
#'   \item duration. The duration of the liabilities
#'   \item yield. The yield of the liabilities
#' }
#'
#' @docType data
#' @keywords datasets
#' @references Deutsche Bank Annual Report 2018, Consolidated Balance Sheet
#' @format A data frame with 4 columns
"Liabilities"