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 <[email protected]>
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("pnl", repos="")

Try the pnl package in your browser

Any scripts or data that you put into this service are public.

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