simFinResult: Simulate financial results
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
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.
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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
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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