remove_blocked: Remove blocked holdings
In optimist/inhouse: In-house all-purpose functions used at CI Estrategias
Description
Usage
Arguments
Details
Value
Examples
Description
Remove all the holdings that are blocked from holdings data
Usage
1
remove_blocked(position, blocked)
Arguments
position
A data.frame containing the full holdings information.
It is assumed to be generated with the function get_position
blocked
A data.frame containing the full holdings information
It is assumed to be generated with the function get_blocked_position
Details
This function will match the entries of a data frame representing blocked holdings and remove the corresponding titles
and valuation from another data frame containing the full position
Value
A data.frame with the holdings that are not blocked (those that belong to the strategies and not
the client decisions and thus can be rebalanced)
Examples
1
2
3
4
5
date <- "2016-08-31"
pos <- get_position(date)
bl <- get_blocked_position(date)
unbl <- remove_blocked(pos, bl)
head(unbl)
optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.
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Description Usage Arguments Details Value Examples
Description
Remove all the holdings that are blocked from holdings data
Usage
1 | remove_blocked(position, blocked)
|
Arguments
position |
A data.frame containing the full holdings information.
It is assumed to be generated with the function |
blocked |
A data.frame containing the full holdings information
It is assumed to be generated with the function |
Details
This function will match the entries of a data frame representing blocked holdings and remove the corresponding titles and valuation from another data frame containing the full position
Value
A data.frame with the holdings that are not blocked (those that belong to the strategies and not the client decisions and thus can be rebalanced)
Examples
1 2 3 4 5 | date <- "2016-08-31"
pos <- get_position(date)
bl <- get_blocked_position(date)
unbl <- remove_blocked(pos, bl)
head(unbl)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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