rebal.function.default: Example rebal.function for use by rebalance()

In gsk3/maRketSim: Market simulator for R

Description

Advances time by one rebalancing period, buys/sells assets according to rebalancing rules, and returns a new account function. This example function should be adapted for your own use.

Usage

rebal.function.default(
	prts, start.mkt, end.mkt, 
	rebal.function.args = list(
             min.bond.size = 1000, 
	     new.bond.dur = numeric(), 
	     new.bond.mat = 5, 
	     sell.mat = numeric(), 
	     sell.dur = numeric()
        ), 
...)

Arguments

prts	list of portfolio objects
start.mkt	Starting time period's market object
end.mkt	Ending time period's market object
rebal.function.args	List of arguments passed from rebalance(). Can be whatever you like.
...	Pass-alongs.

Value

account

See Also

rebalance

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