Description Usage Arguments Value Examples
View source: R/optbypairwiseiter.r
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
1 2 | create.benchmark(benchmark.txt, cma, cma.ta, investor,
OptimizationParameters)
|
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 |
List with two items: wts.bench and wts.bnech.ta
1 | expand.benchmark(short.benchmark, cma, cma.ta, investor)
|
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