ptf-classes: A Reference Class that represents a portfolio of multiple...

Portfolio-classR Documentation

A Reference Class that represents a portfolio of multiple rActus contracts

Description

A Portfolio is a simple structure for the representation of a collection of rActus ContractType objects. Portfolio allows to compute cash flows and additonal analytical results for the whole collection of contracts.

Fields

contracts

A list for the rActus contracts the portfolio consists of

See Also

PortfolioFast

Examples

data(BondPortfolio)
ptf <- Portfolio()
import(ptf,BondPortfolio, valuationEngines=TRUE)
ptf


wbreymann/FEMS documentation built on Dec. 8, 2022, 9:43 a.m.