rafi.cma.v2: Load RAFI data into a cma Version 2 uses RAFI file format...

Description Usage Arguments Value

View source: R/rafi.r

Description

This function reads a set of returns and correlations from XLSX files downloaded from the RAFI website. Since RAFI may change its file formats, this function may not work as expected in the future.

Usage

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rafi.cma.v2(rafi.data.loc, acnametable = "acname_table.xlsx",
  xls.file.name = "Asset-Allocation-Interactive-Data.xlsx")

Arguments

rafi.data.loc

Folder in which the CSV files are located

acnametable

Name of XLSX file containing asset class details

xls.file.name

name of XLSX file with RAFI assumptions

Value

A cma object which is a list containing the as_of_date of the assumptions, the nclasses (number of classes), ac.data which is a table in which each row represents and asset class and columns contain return, risk and tax information. This table also includes box and custom constraints There is also corr the correlation matrix, and/or cov for the covariance matrix and nconstraints for the number of constraints.


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