simSpreadLoss: Simulate total spread losses accumulated during the period
In solavrov/fxor: Simulate rabalancing of currency structure with fx options
Description
Usage
Arguments
Value
Description
Simulate total spread losses accumulated during the period
Usage
1
simSpreadLoss(portfolio, sampSize = 10^3, avgNum = 100)
Arguments
portfolio
portfolio object
sampSize
sample size
avgNum
number of samples in averaging distribution
Value
vector of spread loss samples
solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.
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Description Usage Arguments Value
Description
Simulate total spread losses accumulated during the period
Usage
1 | simSpreadLoss(portfolio, sampSize = 10^3, avgNum = 100)
|
Arguments
portfolio |
portfolio object |
sampSize |
sample size |
avgNum |
number of samples in averaging distribution |
Value
vector of spread loss samples
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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