pnl: Calculate profit and loss
In pnl: Profit and Loss calculation for financial instruments and portfolio's.
Description
Usage
Arguments
Details
Value
Author(s)
See Also
Examples
Description
Calculate profit and loss based on price series, transactions and corporate actions for an instrument.
Usage
1
pl = pnl(pseries, closepricecol, txn, corp)
Arguments
pseries
the xts time series with price data for this instrument.
closepricecol
the column of pseries that holds the close prices for this instrument.
txn
the xts time series with transactions for this instrument.
corp
the xts time series with corporate actions for this instrument.
Details
TODO
Value
Returns an xts series with period profit and loss.
Author(s)
Mark Breman
See Also
Examples
1
## TODO
pnl documentation built on May 2, 2019, 5:01 p.m.
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Description Usage Arguments Details Value Author(s) See Also Examples
Description
Calculate profit and loss based on price series, transactions and corporate actions for an instrument.
Usage
1 | pl = pnl(pseries, closepricecol, txn, corp)
|
Arguments
pseries |
the xts time series with price data for this instrument. |
closepricecol |
the column of pseries that holds the close prices for this instrument. |
txn |
the xts time series with transactions for this instrument. |
corp |
the xts time series with corporate actions for this instrument. |
Details
TODO
Value
Returns an xts series with period profit and loss.
Author(s)
Mark Breman
See Also
Examples
1 | ## TODO
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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