EquityIndex: Create an EquityIndex object

Description Usage Arguments Value Additional Usage Author(s) Examples

Description

A wrapper around equity indices.

Usage

1

Arguments

...

Used by lambda.r

Value

An EquityIndex object

TODO: Consolidate with BenchmarkPortfolio

Additional Usage

This type takes an index and will download all constituent returns (assuming the index composition exists). This uses quantmod as a back-end.

EquityIndex(ticker = "^GSPC", hint = NA, src = "yahoo")

ticker - The ticker representing the index
hint - Used to determine number of elements in index for paging
src - Placeholder for data source. Currently only supports yahoo

Author(s)

Brian Lee Yung Rowe

Examples

1
  ## Not run: index <- EquityIndex()

zatonovo/tawny.types documentation built on May 4, 2019, 9:12 p.m.