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

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.

Getting started

Package details

AuthorMark Breman
MaintainerMark Breman <breman.mark@gmail.com>
LicenseGPL
Version0.2
URL http://r-forge.r-project.org/projects/pnl/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("pnl", repos="http://R-Forge.R-project.org")

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pnl documentation built on May 2, 2019, 5:01 p.m.