generatePortfolio: Generates a portfolio for a given list of assets

Description Usage Arguments Author(s)

View source: R/generatePortfolio.R

Description

Generates a portfolio for a given list of assets

Usage

1
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 Sept. 6, 2017, 12:25 a.m.