simFinResult: Simulate financial results

Description Usage Arguments Value

Description

Simulate financial results

Usage

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

Arguments

portfolio

portfolio object

optTradeVols

vector of options trade volatilities

sampSize

sample size

avgNum

number of samples in averaging distribution

Value

data frame of following samples: no options spread loss, with options spread loss, optrions execution loss, premium received, financial result


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