calc.ac.wts: Calculate the asset class weights across account types

Description Usage Arguments Value

View source: R/portstats.r

Description

Tax-aware optimization produces weights for each asset class in each account type. This function returns the weight of each asset class across all acount types (e.g. sum of cash in taxable, deferred and exempt accounts)

Usage

1
calc.ac.wts(w, cma.ta)

Arguments

w

Weights of the assets in a portfolio

cma.ta

Tax-aware capital market assumptions.

Value

value Vector of asset class weights


rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.