rafi.load.v1: Load RAFI data

In rexmacey/TaxAwareAA: Tax Aware Asset Allocation

Description

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

Usage

rafi.load.v1(rafi.data.loc, acnametable = "acname_table.csv",
  file.ret = "core_asset_class_expected_returns.csv",
  file.corr = "core_asset_class_correlations_forecasted.csv")

Arguments

rafi.data.loc	folder in which the CSV files are located
acnametable	Name of csv file containing asset class details
file.ret	CSV file name with return assumptions
file.corr	CSV file name with correlation assumptions

Value

A list with four items: ret is the return data, corr is the correlation matrix and as_of_date is the date of the assumptionsfrom the csv file, nclasses is the number of classes correlation data

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