maRketSim-package: maRketSim market simulator for R
In gsk3/maRketSim: Market simulator for R
Description
Details
Author(s)
References
Examples
Description
maRketSim is a market simulator for R. It was initially designed
around the bond market, with plans to expand to stocks. maRketSim is
built around the idea of portfolios of fundmantal objects. Therefore
it is slow in its current incarnation, but allows you the flexibility of
seeing exactly what is in your final results, since the objects are retained.
Details
Package: maRketSim
Type: Package
Version: 1.0
Date: 2010-01-01
License: What license is it under?
LazyLoad: yes
See the demo file for a quick introduction.
Author(s)
Ari B. Friedman
Maintainer: Ari B. Friedman <abfriedman@gmail.com>
References
Fabozzi: Fixed Income Mathematics
Examples
1
2
3
4
mkt1 <- market(market.bond(i=.05),t=0)
mkt2 <- market(market.bond(i=.07),t=2)
bnd <- bond(mkt=mkt1,mat=5)
summary(bnd,mkt=mkt2)
gsk3/maRketSim documentation built on May 17, 2019, 8:55 a.m.
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Description Details Author(s) References Examples
Description
maRketSim is a market simulator for R. It was initially designed around the bond market, with plans to expand to stocks. maRketSim is built around the idea of portfolios of fundmantal objects. Therefore it is slow in its current incarnation, but allows you the flexibility of seeing exactly what is in your final results, since the objects are retained.
Details
| Package: | maRketSim |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2010-01-01 |
| License: | What license is it under? |
| LazyLoad: | yes |
See the demo file for a quick introduction.
Author(s)
Ari B. Friedman
Maintainer: Ari B. Friedman <abfriedman@gmail.com>
References
Fabozzi: Fixed Income Mathematics
Examples
1 2 3 4 | mkt1 <- market(market.bond(i=.05),t=0)
mkt2 <- market(market.bond(i=.07),t=2)
bnd <- bond(mkt=mkt1,mat=5)
summary(bnd,mkt=mkt2)
|
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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