createMarketObjs: Create fundamental market objects

In gsk3/maRketSim: Market simulator for R

Description

These functions create the fundamental objects from which everything else is built.

Usage

cash(value=0,mkt,compound="continuous",name=NA)
bond(mkt,mat=NA,par=1000,f=.5,dur=NA)
portfolio(bonds,mkt,name=NA)
account(prts, hist.mkt,t.issue=hist.mkt[[1]]$t)

Arguments

value	Cash value to be stored
bonds	List of bonds to include
compound	"continuous" compounding or compounding rate
name	Name of portfolio
mat	Maturity (in units of t). Specify NA if you would rather create a bond of a particular duration
par	Par value
f	Frequency of coupons
dur	Duration. If NA must specify maturity.
prts	List of portfolios
mkt	Market object
hist.mkt	A history.market object
t.issue	What time point was the account created at?

Value

Returns a market object

gsk3/maRketSim documentation built on May 17, 2019, 8:55 a.m.