tradeCosts-class {tradeCosts}R Documentation

Class "tradeCosts"

Description

This is an object of tradeCosts class constructed so trade cost analysis can be performed.

Slots

name:
Object of class "character" containing the name of this "tradeCosts" object.
trade.data:
Object of class "data.frame" with trade information
static.desc:
Object of class "data.frame" with static descriptive security information.
dynamic.desc:
Object of class "data.frame" with dynamic descriptive security information.
decisions.data:
Object of class "data.frame" with decisions data.

Methods

analyzeData
signature(object = "tradeCosts"). Merges the data, does NA reporting, and calls private functions that calculate trade costs.

Author(s)

Aaron Schwartz and Luyi Zhao and Arjun Ravi Narayan


[Package tradeCosts version 0.3-0 Index]