summary.bond: Evaluate maRketSim object under new market conditions

In gsk3/maRketSim: Market simulator for R

Description

The summary commands are key aspects of maRketSim, in that they evaluate objects under new market conditions.

Usage

	## S3 method for class 'bond'
summary(object, mkt, ...)
	## S3 method for class 'portfolio.bond'
summary(object, mkt=object$orig.mkt, ...)
	## S3 method for class 'market'
summary(object, ...)
	## S3 method for class 'market.bond'
summary(object, i=NA, ...)
	## S3 method for class 'account'
summary(
	      object,
	      t,
	      rebal.function=rebal.function.default,
	      return.history.account=TRUE,
	      f=.5,
	      rebal.function.args=list()
	      ,...)

Arguments

object	A maRketSim object
mkt	A market object under which you want to evaluate object
t	Time under which to evaluate changes
i	the coupon rate of a non-mentioned bond you wish to analyze max duration under
rebal.function	Rebalancing function
return.history.account	If TRUE, return the entire history object (potentially quite large).
rebal.function.args	List of arguments to pass to rebal.function
f	Coupon frequency (in fraction of a unit of time, typically a year)
...	Pass alongs

See Also

rebal.function

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