add_port_info: Adds portfolio information to a mix
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
Examples
View source: R/optbypairwiseiter.r
Description
Adds portfolio information to a mix
Usage
1
add_port_info(obj, cma, cma.ta, OptimizationParameters)
Arguments
obj
A list object containing x (obj$x) which are the aftertax weights
cma
capital market assumptions
cma.ta
capital market assumptions, tax-adjusted
OptimizationParameters
optimization paramters
Value
The list with additional information including the pretax wts, return and risk stats
Examples
1
add_port_info(ojb, cma, cma.ta, OptimizationParameters)
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value Examples
View source: R/optbypairwiseiter.r
Description
Adds portfolio information to a mix
Usage
1 | add_port_info(obj, cma, cma.ta, OptimizationParameters)
|
Arguments
obj |
A list object containing x (obj$x) which are the aftertax weights |
cma |
capital market assumptions |
cma.ta |
capital market assumptions, tax-adjusted |
OptimizationParameters |
optimization paramters |
Value
The list with additional information including the pretax wts, return and risk stats
Examples
1 | add_port_info(ojb, cma, cma.ta, OptimizationParameters)
|
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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