Vanguard Intermediate Treasury Data, as downloaded from Yahoo
Find present/future value given simple inputs
Create fund object
Functions to return the proportion of the portfolio in each asset class
Generate a portfolio of bond objects according to high-level criteria
Functions to return cash-flows from bonds and portfolio objects
Function to return the number of objects of different types in a history.account object
Returns a data-frame summary of object.
Return the present/future value of an object under a given market conditions
history.account objects contain accounts over time
Evaluate maRketSim object under new market conditions
Return a market rate for a given maturity
Functions relating to making yield curves
maRketSim market simulator for R
Display characteristics of maRketSim object on console
Find duration/maturity given interest rate and maturity/duration
Creates a history.market object
Summarize a Vasicek model
Create a market object
Return the duration of a bond-type object
Get portfolio.bond at time t
Vasicek yield model in discrete time
Find current market object
Generate a history.market by applying a quoted function to obtain the interest rates for each period
maRketSim plotting functions
Functions to return time parameters of various maRketSim objects
Vanguard Intermediate Treasury Data, as downloaded from Yahoo
Create fundamental market objects
Example rebal.function for use by rebalance()
Functions to rebalance accounts. Called by summary.account