Man pages for rexmacey/TaxAwareAA
Tax Aware Asset Allocation

acname_lookupLook up asset class name in a table
ATReturn.calcCalculate after-tax expected returns
ATReturn.deferredCalculation of after-tax return in a deferred account
ATReturn.taxableCalculation of after-tax return in a taxable account
calc.ac.wtsCalculate the asset class weights across account types
calc.future.at.valueCalculate the future after-tax value of a portfolio
cma.add.classAdd an asset class to a CMA
cma.add.constraintAdd constraint to a CMA
cma.calculate.covCalculates the covariance matrix of a cma from its...
cma.calculate.riskCalculates the risk vector of a cma from its covariance...
cma.createCreate CMA (Capital Market Assumptions)
cma.initializeInitialize a CMA (Capital Market Assumptions)
cma.set.corrAdd (or replace) the correlation matrix in a cma
cma.set.covAdd (or replace) the covariance matrix in a cma
cma.ta.createCreate a tax-aware CMA
diversification_scoreCalculates a measure of diversification
efficient.frontierCreate an efficient frontier
find.minmax.returnFind Min and Max Return
Get10YrBEInflationRateRetrieves the 10 year breakeven inflation rate from the St....
investor.createCreate Investor
optimize.target.returnFind the portfolio with the minimum standard deviation given...
portretCalculate the return of a portfolio
portriskCalculate the standard deviation of a portfolio
portvarCalculate the variance of a portfolio
print.investorPrint investor
rafi.cmaLoad RAFI data into a cma
resample.target.riskUse resampling to find an efficient portfolio
ret_SqRootofTReturn using the square-root-of-T rule
TaxAwareAATaxAwareAA: A package for performing tax-aware asset...
rexmacey/TaxAwareAA documentation built on June 10, 2018, 1:20 p.m.