instantData-class

saveOut,instantData,character,missing,character,character,logical-method

Contains coross-sectional simulation data that pertains to a single
  instant in time, such as held positions and exposures.

classes

Classes that serve as a framework for designing equity
portfolio simulations.

Daniel Gerlanc

portfolioSim

Framework for simulating equity portfolio strategies

instantData-class function

Objects can be created by calls of the form <code>new("instantData", ...)</code>.

Objects from the Class

<dl>
    <dt><code>instant</code>:</dt><dd>Object of class <code>"orderable"</code> specifying
    the instant to which the object pertains.</dd> <dt><code>equity.long</code>:</dt><dd>Object of class <code>"numeric"</code>
      containing the total market value of held long positions at this
      instant. </dd> <dt><code>equity.short</code>:</dt><dd>Object of class <code>"numeric"</code>
      containing the total market value of held short positions at this
      instant. </dd> <dt><code>size.long</code>:</dt><dd>Object of class <code>"numeric"</code>
      containing the total number of held long positions at this
      instant. </dd> <dt><code>size.short</code>:</dt><dd>Object of class <code>"numeric"</code>
      containing the total number of held short positions at this
      instant. </dd> <dt><code>holdings</code>:</dt><dd>Object of class <code>"portfolio"</code>
      reflecting the portfolio held at this instant in the simluation. </dd> <dt><code>exposure</code>:</dt><dd>Object of class <code>"exposure"</code> containing
      exposures of the <code>holdings</code> portfolio to a set of factors at
      this instant.</dd> </dl> 

Slots

<dl>
    <dt>saveOut</dt><dd><code>signature(object = "instantData", type =
	"character", fmt = "missing", out.loc = "character", name =
	"character", verbose = "logical")</code>: save this object.  Currently
    only one format, binary .RData,  is available, and so the
    <code>fmt</code> parameter is missing here.</dd> </dl> 

instantData-class: Class "instantData"

Description

Arguments

Objects from the Class

Slots

Methods

See Also