Investments: Investments Contract class definition

In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation

Investments Contract class definition

Description

This contract represents the financial side of a real investment. In consists of an initial negative cash flow, a write-off period and a final positive cash flow for the salvage value.

Usage

Investments(ContractID, pattern, args, ...)

Arguments

pattern	A function evaluating the pattern of generated investments.
args	The list of arguments used when evaluating the pattern

Details

The pattern describes the value of the initial investment and the write-off pattern as timeSeries object. If the write-off does not go down to zere the remaining value is interpreted as salvage value. This is represented by a last event of type MD with a cash inflow of this amount so that the EventSeries ends with a nominal value of zero.

Examples

times = timeSequence(from="2014-01-01", by="3 months", length.out=9)
write.off <- function(times) {
   timeSeries(seq(1000000, 0, length.out=9), times)
   }
invest <- Investments(
              ContractID = "Invest01", Currency = "CHF", 
              pattern = write.off, 
              args = list(times = times))

wbreymann/FEMS documentation built on May 6, 2024, 2:19 p.m.