calcRFactor: Calculate R-factor
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
Description
Usage
Arguments
Value
Description
Calculate R-factor
Usage
1
calcRFactor(portfolio, newXRate, avgNum = 100)
Arguments
portfolio
portfolio object
newXRate
new eurusd rate
avgNum
number of samples in averaging distribution
Value
R-factor
solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.
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.
Description Usage Arguments Value
Description
Calculate R-factor
Usage
1 | calcRFactor(portfolio, newXRate, avgNum = 100)
|
Arguments
portfolio |
portfolio object |
newXRate |
new eurusd rate |
avgNum |
number of samples in averaging distribution |
Value
R-factor
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.