pnl: Profit and Loss calculation for financial instruments and portfolio's.
Version 0.2

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.

Browse man pages Browse package API and functions Browse package files

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

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

Functions

addDvd Man page Source code
addTrans Man page Source code
calcDvd Source code
calcPnl Source code
pnl Man page Source code

Files

R
R/pnl.R
R/calcDvd.R
R/addTrans.R
R/calcPnl.R
R/addDvd.R
NAMESPACE
TODO.txt
tests
tests/pnlTest.R
DESCRIPTION
man
man/addTrans.Rd
man/addDvd.Rd
man/pnl.Rd
pnl documentation built on May 21, 2017, 1:02 a.m.