Market simulator for R


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Documentation for package ‘maRketSim’ version 0.9.2

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A B C D F G H I M P R S V

maRketSim-package maRketSim market simulator for R

-- A --

aa Functions to return the proportion of the portfolio in each asset class
aa.account Functions to return the proportion of the portfolio in each asset class
aa.default Functions to return the proportion of the portfolio in each asset class
account Create fundamental market objects
as.data.frame.bond Returns a data-frame summary of object.
as.data.frame.history.account history.account objects contain accounts over time
as.data.frame.portfolio.bond Returns a data-frame summary of object.
as.history.account history.account objects contain accounts over time
as.history.account.sum.account history.account objects contain accounts over time

-- B --

bond Create fundamental market objects

-- C --

cash Create fundamental market objects
cashflow Functions to return cash-flows from bonds and portfolio objects
cashflow.account Functions to return cash-flows from bonds and portfolio objects
cashflow.bond Functions to return cash-flows from bonds and portfolio objects
cashflow.cash Functions to return cash-flows from bonds and portfolio objects
cashflow.default Functions to return cash-flows from bonds and portfolio objects
cashflow.portfolio.bond Functions to return cash-flows from bonds and portfolio objects
connectTheDots Functions relating to making yield curves
count Function to return the number of objects of different types in a history.account object
count.history.account Function to return the number of objects of different types in a history.account object
current.market Find current market object
current.portfolio.bond Get portfolio.bond at time t

-- D --

duration Return the duration of a bond-type object
duration.account Return the duration of a bond-type object
duration.bond Return the duration of a bond-type object
duration.cash Return the duration of a bond-type object
duration.default Return the duration of a bond-type object
duration.history.account Return the duration of a bond-type object
duration.portfolio.bond Return the duration of a bond-type object
duration.sum.account Return the duration of a bond-type object

-- F --

findDur Find duration/maturity given interest rate and maturity/duration
findDur_ClosedForm Find duration/maturity given interest rate and maturity/duration
findFV Find present/future value given simple inputs
findMat Find duration/maturity given interest rate and maturity/duration
findMaxDur Find duration/maturity given interest rate and maturity/duration
findMaxMat Find duration/maturity given interest rate and maturity/duration
findPV Find present/future value given simple inputs
fund Create fund object
fv Return the present/future value of an object under a given market conditions
fv.bond Return the present/future value of an object under a given market conditions
fv.cash Return the present/future value of an object under a given market conditions
fv.default Return the present/future value of an object under a given market conditions

-- G --

genHistory.market Generate a history.market by applying a quoted function to obtain the interest rates for each period
genPortfolio.bond Generate a portfolio of bond objects according to high-level criteria

-- H --

history.account history.account objects contain accounts over time
history.market Creates a history.market object

-- I --

issueTime Functions to return time parameters of various maRketSim objects
issueTime.bond Functions to return time parameters of various maRketSim objects
issueTime.default Functions to return time parameters of various maRketSim objects
issueTime.portfolio.bond Functions to return time parameters of various maRketSim objects

-- M --

market Create a market object
market.bond Create a market object
market.rate Return a market rate for a given maturity
maRketSim maRketSim market simulator for R
matTime Functions to return time parameters of various maRketSim objects
matTime.bond Functions to return time parameters of various maRketSim objects
matTime.default Functions to return time parameters of various maRketSim objects
matTime.portfolio.bond Functions to return time parameters of various maRketSim objects
mktTime Functions to return time parameters of various maRketSim objects
mktTime.account Functions to return time parameters of various maRketSim objects
mktTime.default Functions to return time parameters of various maRketSim objects
mktTime.history.account Functions to return time parameters of various maRketSim objects
mktTime.market Functions to return time parameters of various maRketSim objects

-- P --

plot.history.account maRketSim plotting functions
plot.history.market maRketSim plotting functions
plot.sum.account maRketSim plotting functions
plot.sum.vasicek.discrete maRketSim plotting functions
plot.vasicek.discrete maRketSim plotting functions
portfolio Create fundamental market objects
print.account Display characteristics of maRketSim object on console
print.bond Display characteristics of maRketSim object on console
print.cash Display characteristics of maRketSim object on console
print.history.account history.account objects contain accounts over time
print.history.market Display characteristics of maRketSim object on console
print.market Display characteristics of maRketSim object on console
print.market.bond Display characteristics of maRketSim object on console
print.portfolio.bond Display characteristics of maRketSim object on console
print.sum.account Display characteristics of maRketSim object on console
print.sum.bond Display characteristics of maRketSim object on console
print.sum.market.bond Display characteristics of maRketSim object on console
print.sum.portfolio.bond Display characteristics of maRketSim object on console
pv Return the present/future value of an object under a given market conditions
pv.account Return the present/future value of an object under a given market conditions
pv.bond Return the present/future value of an object under a given market conditions
pv.cash Return the present/future value of an object under a given market conditions
pv.default Return the present/future value of an object under a given market conditions
pv.history.account Return the present/future value of an object under a given market conditions
pv.portfolio.bond Return the present/future value of an object under a given market conditions

-- R --

read.yield.curve Functions relating to making yield curves
rebal.function.default Example rebal.function for use by rebalance()
rebalance Functions to rebalance accounts. Called by summary.account
rebalance.account Functions to rebalance accounts. Called by summary.account
rebalance.default Functions to rebalance accounts. Called by summary.account

-- S --

summary.account Evaluate maRketSim object under new market conditions
summary.bond Evaluate maRketSim object under new market conditions
summary.market Evaluate maRketSim object under new market conditions
summary.market.bond Evaluate maRketSim object under new market conditions
summary.portfolio.bond Evaluate maRketSim object under new market conditions
summary.vasicek.discrete Summarize a Vasicek model

-- V --

vasicek.discrete Vasicek yield model in discrete time
VFITX_div Vanguard Intermediate Treasury Data, as downloaded from Yahoo
VFITX_prices Vanguard Intermediate Treasury Data, as downloaded from Yahoo