findMaxSpreadLossPath: Find example of path with high total spread loss

Description Usage Arguments Value

Description

Find example of path with high total spread loss

Usage

1
findMaxSpreadLossPath(portfolio, sampSize = 10^3, avgNum = 100)

Arguments

portfolio

portfolio object

sampSize

sample size

avgNum

number of samples in averaging distribution

Value

vector of eurusd path


solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.