horizonPnLs: Calculate horizon price differences for use in portfolio...
In erolbicero/propfolio: Propfolio Management
Description
Usage
Arguments
Value
Examples
Description
Calculate horizon price differences for use in portfolio optimization
Usage
1
horizonPnLs(simulatedHorizonPrices, horizonPriceVector)
Arguments
simulatedHorizonPrices
is a matrix with simulated horizon prices, output from simulateDataToHorizon function
horizonPriceVector
is a vector of prices used to calculate the differences
Value
a matrix of price differences
Examples
1
none
erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.
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Description Usage Arguments Value Examples
Description
Calculate horizon price differences for use in portfolio optimization
Usage
1 | horizonPnLs(simulatedHorizonPrices, horizonPriceVector)
|
Arguments
simulatedHorizonPrices |
is a matrix with simulated horizon prices, output from simulateDataToHorizon function |
horizonPriceVector |
is a vector of prices used to calculate the differences |
Value
a matrix of price differences
Examples
1 | none
|
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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