initPosPL: initializes position P&L for a portfolio instrument

Description Usage Arguments Details

Description

Constructs the data container used to store calculated P&L values from transactions and close prices.

Usage

1
2
.initPosPL(initDate = "1950-01-01", ..., initPosQty = 0, initConMult = 1,
  initCcyMult = 1)

Arguments

initDate

date prior to the first close price given, used to contain initial account equity and initial position

initPosQty

initial position, default is zero

initConMult

initial contract multiplier, default is one(1)

initCcyMult

initial currency multiplier, default is one(1)

...

any other passthrough parameters

Details

Constructs multi-column xts object used to store derived position information


blotter documentation built on April 15, 2017, 9:41 a.m.

Search within the blotter package
Search all R packages, documentation and source code