portfolioMTM: portfolioMTM
In risktoollib/RTLappBonds: Bond risk at portfolio level
View source: R/fct_portfolioMTM.R
portfolioMTM R Documentation
portfolioMTM
Description
computes the mark-to-market value of the portfolio
Usage
portfolioMTM(x, shockpar = 0, shockInd = FALSE, output = "p")
Arguments
x
portfolio input as tibble
shockpar
parallel ytm shock applied to portfolio
shockInd
individual shocks to ytm
output
mtm of potfolio or individual bonds
Value
portfolio mark-to-market
Author(s)
Philippe Cote
risktoollib/RTLappBonds documentation built on April 17, 2025, 12:47 p.m.
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View source: R/fct_portfolioMTM.R
| portfolioMTM | R Documentation |
portfolioMTM
Description
computes the mark-to-market value of the portfolio
Usage
portfolioMTM(x, shockpar = 0, shockInd = FALSE, output = "p")
Arguments
x |
portfolio input as tibble |
shockpar |
parallel ytm shock applied to portfolio |
shockInd |
individual shocks to ytm |
output |
mtm of potfolio or individual bonds |
Value
portfolio mark-to-market
Author(s)
Philippe Cote
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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