calcExpectedFinalWeights: Calculate expected weight of euro in given portfolio
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
Description
Usage
Arguments
Value
Description
Calculate expected weight of euro in given portfolio
Usage
1
calcExpectedFinalWeights(portfolio, xRates = portfolio$xRate, avgNum = 100)
Arguments
portfolio
portfolio object
xRates
current eurusd rate
avgNum
number of samples in averaging distribution
Value
expected weight of euro
solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.
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Description Usage Arguments Value
Description
Calculate expected weight of euro in given portfolio
Usage
1 | calcExpectedFinalWeights(portfolio, xRates = portfolio$xRate, avgNum = 100)
|
Arguments
portfolio |
portfolio object |
xRates |
current eurusd rate |
avgNum |
number of samples in averaging distribution |
Value
expected weight of euro
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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