Analysing equity portfolios


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Documentation for package ‘portfolio’ version 0.4-4

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A B C D E G I M P R S T U W

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portfolio-package Analysing equity portfolios

-- --

+,portfolio,portfolio-method Class "portfolio"
+,portfolioBasic,portfolioBasic-method Class "portfolioBasic"

-- A --

actualCols,tradelist-method Class "tradelist"
all.equal,portfolio,portfolio-method Class "portfolio"
all.equal,portfolioBasic,portfolioBasic-method Class "portfolioBasic"
assay Assay Research rankings as of 2004-12-31

-- B --

balance Class "portfolioBasic"
balance,portfolioBasic,character-method Class "portfolioBasic"

-- C --

calcActual,tradelist-method Class "tradelist"
calcCandidates,tradelist,portfolio,portfolio-method Class "tradelist"
calcChunks,tradelist-method Class "tradelist"
calcChunksActual,tradelist-method Class "tradelist"
calcRanks,tradelist-method Class "tradelist"
calcShares Class "portfolio"
calcShares,portfolio-method Class "portfolio"
calcSwaps,tradelist-method Class "tradelist"
calcSwapsActual,tradelist-method Class "tradelist"
calcWeights Class "portfolio"
calcWeights,portfolio-method Class "portfolio"
candidatesCols,tradelist-method Class "tradelist"
chunksCols,tradelist-method Class "tradelist"
contribution Class "portfolioBasic"
contribution,matchedPortfolio,character-method Class "matchedPortfolio"
contribution,portfolio,character-method Class "portfolio"
contribution,portfolioBasic,character-method Class "portfolioBasic"
contribution-class Class "contribution"
create Class "portfolioBasic"
create,portfolio-method Class "portfolio"
create,portfolioBasic-method Class "portfolioBasic"

-- D --

dow.jan.2005 DJIA for January, 2005
dummyChunks,tradelist-method Class "tradelist"

-- E --

expandData Class "portfolio"
expandData,portfolio-method Class "portfolio"
expose Class "portfolio"
expose,portfolio,trades-method Class "portfolio"
exposure Class "portfolioBasic"
exposure,matchedPortfolio,character-method Class "matchedPortfolio"
exposure,portfolioBasic,character-method Class "portfolioBasic"
exposure-class Class "exposure"

-- G --

getYahooData Class "portfolio"
getYahooData,portfolio,character-method Class "portfolio"
global.2004 Security data of large global companies for 2004

-- I --

initialize,performance-method Class "performance"
initialize,portfolio-method Class "portfolio"
initialize,portfolioBasic-method Class "portfolioBasic"
initialize,tradelist-method Class "tradelist"

-- M --

map.market Create a Map of the Market
mapMarket Class "portfolioBasic"
mapMarket,portfolioBasic-method Class "portfolioBasic"
matchedPortfolio-class Class "matchedPortfolio"
matchedPortfolioCollection-class Class "matchedPortfolioCollection"
matching Class "portfolioBasic"
matching,data.frame-method Class "matchedPortfolioCollection"
matching,portfolioBasic-method Class "portfolioBasic"

-- P --

performance Class "portfolioBasic"
performance,matchedPortfolio-method Class "matchedPortfolio"
performance,portfolio-method Class "portfolio"
performance,portfolioBasic-method Class "portfolioBasic"
performance-class Class "performance"
plot,contribution,missing-method Class "contribution"
plot,exposure,missing-method Class "exposure"
plot,matchedPortfolio,missing-method Class "matchedPortfolio"
plot,matchedPortfolioCollection,missing-method Class "matchedPortfolioCollection"
plot,performance,missing-method Class "performance"
plot,portfolioBasic,missing-method Class "portfolioBasic"
portfolio Analysing equity portfolios
portfolio-class Class "portfolio"
portfolioBasic-class Class "portfolioBasic"
portfolioBasicOrNull-class Class "portfolioBasic"
portfolioDiff Class "portfolioBasic"
portfolioDiff,portfolio,portfolio-method Class "portfolio"
portfolioDiff,portfolioBasic,portfolioBasic-method Class "portfolioBasic"
portfolioOrNull-class Class "portfolio"

-- R --

ranksCols,tradelist-method Class "tradelist"
restrictedCols,tradelist-method Class "tradelist"

-- S --

scaleWeights Class "portfolioBasic"
scaleWeights,portfolioBasic-method Class "portfolioBasic"
securityInfo Class "portfolio"
securityInfo,portfolio,character-method Class "portfolio"
securityInfo,tradelist,character-method Class "tradelist"
show,contribution-method Class "contribution"
show,exposure-method Class "exposure"
show,matchedPortfolio-method Class "matchedPortfolio"
show,performance-method Class "performance"
show,portfolioBasic-method Class "portfolioBasic"
show,tradelist-method Class "tradelist"
summary,contribution-method Class "contribution"
summary,exposure-method Class "exposure"
summary,matchedPortfolio-method Class "matchedPortfolio"
summary,matchedPortfolioCollection-method Class "matchedPortfolioCollection"
summary,performance-method Class "performance"
summary,portfolio-method Class "portfolio"
summary,portfolioBasic-method Class "portfolioBasic"

-- T --

tradelist Class "tradelist"
tradelist-class Class "tradelist"
trades-class Class "trades"
trimSide,tradelist-method Class "tradelist"

-- U --

updatePrices Class "portfolio"
updatePrices,portfolio,character,numeric-method Class "portfolio"

-- W --

weight Calculate Position Weights