pnl: Profit and Loss calculation for financial instruments and portfolio's.

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Profit&Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.

Author
Mark Breman
Date of publication
None
Maintainer
Mark Breman <breman.mark@gmail.com>
License
GPL
Version
0.2
URLs

View on R-Forge

Man pages

addDvd
Add a cash dividend to a series of corporate actions
addTrans
Add a transaction to a series of transactions
pnl
Calculate profit and loss

Files in this package

pnl
pnl/R
pnl/R/pnl.R
pnl/R/calcDvd.R
pnl/R/addTrans.R
pnl/R/calcPnl.R
pnl/R/addDvd.R
pnl/NAMESPACE
pnl/TODO.txt
pnl/tests
pnl/tests/pnlTest.R
pnl/DESCRIPTION
pnl/man
pnl/man/addTrans.Rd
pnl/man/addDvd.Rd
pnl/man/pnl.Rd