calc.future.at.value: Calculate the future after-tax value of a portfolio
In rexmacey/TaxAwareAA: Tax Aware Asset Allocation
Description
Usage
Arguments
Value
Description
The returns in the cma are assumed to be arithmetic. This adjusts them to geometric before compounding.
Usage
1
calc.future.at.value(w, cma.ta, horizon)
Arguments
w
Weights of the portfolio
cma.ta
Tax-aware capital market assumptions
horizon
Horizon over which to calculate return
Value
After-tax value
rexmacey/TaxAwareAA documentation built on Dec. 3, 2019, 7:54 a.m.
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Description Usage Arguments Value
Description
The returns in the cma are assumed to be arithmetic. This adjusts them to geometric before compounding.
Usage
1 | calc.future.at.value(w, cma.ta, horizon)
|
Arguments
w |
Weights of the portfolio |
cma.ta |
Tax-aware capital market assumptions |
horizon |
Horizon over which to calculate return |
Value
After-tax value
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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