contr_bench_IDX: contribution by benchmark for the Index-based positions

Description Usage

View source: R/performance.R

Description

contribution by benchmark for the Index-based positions

Usage

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contr_bench_IDX(start_date, end_date,
  eq_ret = composites$bench_rets_IDX_EQ[i],
  fi_ret = composites$bench_rets_IDX_FI[i], mkt_pct = composites$eq_pct[i],
  tickers = c(composites$bench_tickers_IDX_EQ[i],
  composites$bench_tickers_IDX_FI[i]), classer = "Broad_Category_Group")

cquigley/rPerfFunc documentation built on May 13, 2019, 10:55 p.m.