Man pages for solavrov/fxor
Simulate rabalancing of currency structure with fx options
| areOptions | Check presence of options in portfolio |
| calcExecutionAmts | Calculate amounts of options execution for given eurusd rate |
| calcExecutionLosses | Calculate losses from options execution |
| calcExpectedFinalWeights | Calculate expected weight of euro in given portfolio |
| calcFinalWeights | Calculate final weight of euro |
| calcRebalanceAmt | Calculate euro amount for rebalancing trade toward expected... |
| calcRFactor | Calculate R-factor |
| chartFinalWeights | Chart final weight of eur for no rebalancing, rebalancing... |
| chartSpreadLossDistributions | Chart spread loss distributions |
| chartWeightDistributions | Chart final eur weight distributions for no rebalancing and... |
| delOptions | Delete options from portfolio |
| demoSeekingBestOptions | Demonstrate seeking of best options |
| findMaxSpreadLossPath | Find example of path with high total spread loss |
| getRebalanceAnalytics | Get rebalance analytics |
| getTradeRateDefault | Get trade eurusd rate with spread loss Default function |
| getValue | Get portfolio value in usd |
| getValuesOfPortfolioOptions | Get values of given portfolio options |
| getWeight | Get euro weight in portfolio |
| Portfolio | Constructor of portfolio object |
| rebalance | Rebalance portfolio |
| rebalanceAlongPath | Rebalance portfolio along given path |
| simFinResult | Simulate financial results |
| simOptionsLoss | Simulate option losses |
| simSpreadLoss | Simulate total spread losses accumulated during the period |
| simXPath | Simulate random walk path of eurusd rate for... |
| simXRates | Simulate eurusd rate in portfolio$daysToEnd days |
