getRebalanceAnalytics: Get rebalance analytics
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
Description
Usage
Arguments
Value
Description
Get rebalance analytics
Usage
1
2
getRebalanceAnalytics(portfolio, path, avgNum = 100,
getTradeRate = getTradeRateDefault)
Arguments
portfolio
portfolio object
path
vector of eurusd path rates
avgNum
number of samples in averaging distribution
getTradeRate
unction that returns trade rate from market rate and amount
Value
data.frame with data of trade amounts, spread losses and weights
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
Get rebalance analytics
Usage
1 2 | getRebalanceAnalytics(portfolio, path, avgNum = 100,
getTradeRate = getTradeRateDefault)
|
Arguments
portfolio |
portfolio object |
path |
vector of eurusd path rates |
avgNum |
number of samples in averaging distribution |
getTradeRate |
unction that returns trade rate from market rate and amount |
Value
data.frame with data of trade amounts, spread losses and weights
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.