createBenchmarkWts: Create Benchmark Weights

In rexmacey/AA2: Provides functions for asset allocation, asset location, and rebalancing

Description

Given a benchmark definition in a string assignes the weights to each class. It creates a vector for the base classes (n asset classes) and a vector with the tax status (3n). If the benchmark definition has a weight to an asset class called Bonds, it will assign a percentage of that weight to the taxable account in Munis and a percentage into USCoreBonds for the deferred and exempt accounts.

Usage

createBenchmarkWts(benchmark.txt, investor)

Arguments

benchmark.txt	string of benchmark definition
investor	investor class object containing initialValues$PreTaxPct to allocate Bonds appropriately.

Value

a list with the two vectors and a the string defining the benchmark.

rexmacey/AA2 documentation built on March 8, 2020, 5:49 a.m.