tawny.types (version 1.0.2)

create.EquityIndex: Create an EquityIndex object

Description

A wrapper around equity indices.

Usage

create.EquityIndex(T, ticker = "^GSPC", hint = NA, src = "yahoo")

Arguments

T

EquityIndex

ticker

The ticker representing the index

hint

Used to determine number of elements in index for paging

src

Placeholder for data source. Currently only supports yahoo

Value

• An EquityIndex object

  TODO: Consolidate with BenchmarkPortfolio

Details

This type takes an index and will download all constituent returns (assuming the index composition exists). This uses quantmod as a back-end.

Examples

# This is run automatically in the package
  tawny.types:::.init()

  index <- create(EquityIndex)