Files in R-Finance/PortfolioAttribution
Performance attribution tools used for identifying sources of portfolio return and risk.
DESCRIPTION
NAMESPACE
R/Attribution.geometric.R
R/AttributionFixedIncome.R
R/Carino.R
R/Conv.option.R
R/DaviesLaker.R
R/Frongello.R
R/Grap.R
R/HierarchyQuintiles.R
R/Menchero.R
R/Return.level.R
R/Weight.level.R
R/Weight.transform.R
R/attribution.R
R/attribution.levels.R
data/attrib.rda
inst/doc/PortfolioAttribution.pdf
inst/doc/PortfolioAttribution.tex
inst/doc/References.bib
man/Attribution.Rd
man/Attribution.geometric.Rd
man/Attribution.levels.Rd
man/AttributionFixedIncome.Rd
man/Carino.Rd
man/Conv.option.Rd
man/DaviesLaker.Rd
man/Frongello.Rd
man/Grap.Rd
man/HierarchyQuintiles.Rd
man/Menchero.Rd
man/Return.level.Rd
man/Weight.level.Rd
man/Weight.transform.Rd
man/attrib.Rd
test_suite.R
