generatePortfolio: Generates a portfolio for a given list of assets

In helenristov/aCompiler: What the package does (short line)

Description

Generates a portfolio for a given list of assets

Usage

generatePortfolio(Asset, Type, years, rev = FALSE)

Arguments

Asset	a list of asset classes
Type	A list of contract types that you want to generate for each asset class
years	A list containing the number of years for each asset class
rev	A reverse boolean that indicates the direction in which you want to pull the contracts. The default is set to FALSE for forward looking. Set to TRUE for building a portfolio in the past.

Author(s)

Helena Ristov

helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.