R/_data_.R

In slowdevel/lm.data: Financial Data and Data Manipulation Tools

#' Historic monthly index values for multiple USD asset classes
#'
#' A dataset containing monthly USD multi-asset index values from
#' December 1993 - August 2018
#'
#' @format A data frame with 297 rows and 25 variables
#' @source Bloomberg
"hist_navs"

#' Historic monthly returns for multiple USD asset classes
#'
#' A dataset containing monthly USD multi-asset returns from
#' December 1993 - August 2018
#'
#' @format A data frame with 296 rows and 25 variables
#' @source Bloomberg, lumiica
"hist_rets"

#' Simulated annual returns for multiple USD asset classes
#'
#' A dataset containing 1000 simulated annual USD multi-asset returns
#' based on monthly data from December 1993 - August 2018
#'
#' @format A data frame with 1000 rows and 25 variables
#' @source Bloomberg, lumiica
"hist_sims"