create.benchmark: Expands an abbreviated (short) benchmark into a longer...

In rexmacey/TaxAwareAA: Tax Aware Asset Allocation

Description

The Control.xlsx file allows the specification of a benchmark using only the non-zero asset classes. This function takes that definition as input and creates an expanded definition including the classes with zero weights both pretax and aftertax

Usage

create.benchmark(benchmark.txt, cma, cma.ta, investor,
  OptimizationParameters)

Arguments

benchmark.txt	Benchmark in text format (e.g. "Munis=0.6,USLarge=0.4")
cma	CMA object
cma.ta	CMA.ta object
investor	Investor object

Value

List with two items: wts.bench and wts.bnech.ta

Examples

expand.benchmark(short.benchmark, cma, cma.ta, investor)

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