pfo_nav_on: Compute nav of pfo on specific date

In philaris/pfo: Portfolio, Trades, Pricing

Description

Compute nav of portfolio on specific date.

Usage

pfo_nav_on(pfo, dt, xts_val_pri.e)

Arguments

pfo	input portfolio.
dt	date.
xts_val_pri.e	environment of xts timeseries indexed by ticker.

Value

A number.

Examples

p1 <- pfo_init('USD', 100000)
p2 <- pfo_trade(p1, 'MSCI', 10.5, 1756)
dt <- as.Date('2019-10-02')
tsmsci <- xts::xts(x = c(2121.47), dt)
xtslst <- list('MSCI' = tsmsci)
xtsenv <- list2env(xtslst)
pfo_nav_on(p1, dt, xtsenv)
pfo_nav_on(p2, dt, xtsenv)

philaris/pfo documentation built on March 29, 2020, 7:58 p.m.