maRketSim-package | maRketSim market simulator for R |
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 |
bond | Create fundamental market objects |
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 |
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 |
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 |
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 |
history.account | history.account objects contain accounts over time |
history.market | Creates a history.market object |
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 |
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 |
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 |
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 |
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 |
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 |