portfolio (version 0.2-0)

portfolioBasic-class: Class "portfolioBasic"

Description

An object of the lightweight class "portfolioBasic" contains a data frame of weights and a data frame of supplementary information.

Objects from the Class

Objects can be created by calls of the form new("portfolioBasic", ...).

Examples

data(dow.jan.2005)

p <- new("portfolioBasic",
         id.var = "symbol",
         in.var = "price",
         sides = "long",
         ret.var = "month.ret",
         data = dow.jan.2005)

summary(p)

exposure(p, exp.var = c("price", "sector"))
performance(p)
contribution(p, contrib.var = c("cap.bil", "sector"))

p <- new("portfolioBasic",
         id.var = "symbol",
         in.var = "price",
         type = "linear",
         sides = c("long", "short"),
         ret.var = "month.ret",
         data = dow.jan.2005)

summary(p)

exposure(p, exp.var = c("price", "sector"))
performance(p)
contribution(p, contrib.var = c("cap.bil","sector"))