API for R-Finance/PortfolioAttribution
Performance attribution tools used for identifying sources of portfolio return and risk.
| Global functions | |
|---|---|
| Attribution | Man page |
| Attribution.geometric | Man page |
| Attribution.levels | Man page |
| AttributionFixedIncome | Man page |
| Carino | Man page |
| Conv.option | Man page |
| DaviesLaker | Man page |
| Frongello | Man page |
| Grap | Man page |
| HierarchyQuintiles | Man page |
| Menchero | Man page |
| Return.level | Man page |
| Weight.level | Man page |
| Weight.transform | Man page |
| attrib | Man page |
| attrib.allocation | Man page |
| attrib.currency | Man page |
| attrib.hierarchy | Man page |
| attrib.returns | Man page |
| attrib.weights | Man page |
