rebalance: Rebalance a portfolio

Description Usage Arguments Value

View source: R/portfolios.R

Description

Rebalance a portfolio according to an allocation while applying any additional transactions.

Usage

1
rebalance(portfolio, allocation, transaction, nonneg = TRUE)

Arguments

portfolio

a portfolio object

allocation

an allocation indicating target percents for rebalancing

transaction

any transaction to be applied before rebalancing

nonneg

a boolean indicating if only nonnegative amounts are allowed for an asset balance. Use FALSE to indicate that negative values are allowed.

Value

the rebalanced portfolio


ryanholbrook/investmentsim documentation built on Nov. 5, 2019, 5:10 a.m.