Man pages for solavrov/fxor
Simulate rabalancing of currency structure with fx options

areOptionsCheck presence of options in portfolio
calcExecutionAmtsCalculate amounts of options execution for given eurusd rate
calcExecutionLossesCalculate losses from options execution
calcExpectedFinalWeightsCalculate expected weight of euro in given portfolio
calcFinalWeightsCalculate final weight of euro
calcRebalanceAmtCalculate euro amount for rebalancing trade toward expected...
calcRFactorCalculate R-factor
chartFinalWeightsChart final weight of eur for no rebalancing, rebalancing...
chartSpreadLossDistributionsChart spread loss distributions
chartWeightDistributionsChart final eur weight distributions for no rebalancing and...
delOptionsDelete options from portfolio
demoSeekingBestOptionsDemonstrate seeking of best options
findMaxSpreadLossPathFind example of path with high total spread loss
getRebalanceAnalyticsGet rebalance analytics
getTradeRateDefaultGet trade eurusd rate with spread loss Default function
getValueGet portfolio value in usd
getValuesOfPortfolioOptionsGet values of given portfolio options
getWeightGet euro weight in portfolio
PortfolioConstructor of portfolio object
rebalanceRebalance portfolio
rebalanceAlongPathRebalance portfolio along given path
simFinResultSimulate financial results
simOptionsLossSimulate option losses
simSpreadLossSimulate total spread losses accumulated during the period
simXPathSimulate random walk path of eurusd rate for...
simXRatesSimulate eurusd rate in portfolio$daysToEnd days
solavrov/fxor documentation built on Sept. 13, 2017, 12:28 a.m.