private_equity_simul: PE simulation.

In veldanie/SuraInvestmentAnalytics: Investment Analytics

PE simulation.

Description

Takes the risk aversion coefficient, the covariance matrix and the market cap weights.

Usage

private_equity_simul(cc, M, V, rc_1 = 0.25, rc_2 = 0.333, rc_3 = 0.5,
  L_contrib = NA, L = 12, B = 2.5, Y = 0, gr_1, gr_2)

Arguments

cc	Contribution.
M	Number of simulations.
V	Number of vintages.
rc_1	Contrib rate year 1.
rc_2	Contrib rate year 2.
rc_3	Contrib rate year 3 onwards.
L_contrib	Contribution years.
L	Fund Horizon
B	Param distribution over time.
Y	Yield.
gr_1	Growth rate 2nd year onwards.
gr_2	Growth rate 2nd year onwards.

Value

PE simulation.

veldanie/SuraInvestmentAnalytics documentation built on April 14, 2024, 10:29 p.m.