ladderNAV: ladder position port function

In QianMazi/MaziBox:

Description

ladder position port function

Usage

ladderNAV(assetRtn, ruledf, rebalance = NULL)

Arguments

assetRtn	a data frame for stock and bond return.
ruledf	a data frame for position rule.
rebalance	rebalance frequency, default value is NULL.

Value

a data frame, containing return,postion,nav.

Author(s)

han.qian

Examples

assetRtn <- rtndemo
ruledf <- data.frame(nav = c(0,1.05,1.10,1.20),pos = c(0.15,0.25,0.35,0.5))
re <- ladderNAV(assetRtn,ruledf)
rebalance <- '2 years'
re <- ladderNAV(assetRtn,ruledf,rebalance)

QianMazi/MaziBox documentation built on May 8, 2019, 3:49 a.m.