contr_bench_ETF: contribution by benchmark for the ETF-based positions
In cquigley/rPerfFunc: Financial Performance Library
Description
contribution by benchmark for the ETF-based positions
Usage
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contr_bench_ETF(start_date, end_date,
eq_ret = composites$bench_rets_ETF_EQ[i],
fi_ret = composites$bench_rets_ETF_FI[i], mkt_pct = composites$eq_pct[i],
tickers = c(composites$bench_tickers_ETF_EQ[i],
composites$bench_tickers_ETF_FI[i]), classer = "Broad_Category_Group")
cquigley/rPerfFunc documentation built on May 13, 2019, 10:55 p.m.
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Description
contribution by benchmark for the ETF-based positions
Usage
1 2 3 4 5 | contr_bench_ETF(start_date, end_date,
eq_ret = composites$bench_rets_ETF_EQ[i],
fi_ret = composites$bench_rets_ETF_FI[i], mkt_pct = composites$eq_pct[i],
tickers = c(composites$bench_tickers_ETF_EQ[i],
composites$bench_tickers_ETF_FI[i]), classer = "Broad_Category_Group")
|
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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