calcTxnAvgCost: Calculates a per share or per contract cost of the...
In braverock/blotter: Tools for Transaction-Oriented Trading Systems P&L
.calcTxnAvgCost R Documentation
Calculates a per share or per contract cost of the transaction to match the units the price is quoted in
Description
Calculates a per share or per contract cost of the transaction to match the units the price is quoted in
Usage
.calcTxnAvgCost(TxnValue, TxnQty, ConMult = 1)
Arguments
TxnValue
total value of the transaction, including fees
TxnQty
total units (shares) of the transaction
ConMult
multiplier from instrument data
Value
TxnAvgCost: unit normalized (per share) cost implied by the transaction
braverock/blotter documentation built on Feb. 13, 2023, 1 p.m.
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| .calcTxnAvgCost | R Documentation |
Calculates a per share or per contract cost of the transaction to match the units the price is quoted in
Description
Calculates a per share or per contract cost of the transaction to match the units the price is quoted in
Usage
.calcTxnAvgCost(TxnValue, TxnQty, ConMult = 1)
Arguments
TxnValue |
total value of the transaction, including fees |
TxnQty |
total units (shares) of the transaction |
ConMult |
multiplier from instrument data |
Value
TxnAvgCost: unit normalized (per share) cost implied by the transaction
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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