Description Usage Arguments Author(s)
Generates a portfolio for a given list of assets
1 | generatePortfolio(Asset, Type, years, rev = FALSE)
|
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. |
Helena Ristov
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