PMwR-package | Tools for the Management of Financial Portfolios |
.pl | Profit and Loss |
.pl_stats | Profit and Loss |
.returns | Compute Returns |
aggregate.journal | Journal |
all.equal.journal | Journal |
as.data.frame.journal | Journal |
as.data.frame.pl | Profit and Loss |
as.journal | Journal |
as.journal.journal | Journal |
as.matrix.position | Aggregate Transactions to Positions |
as.NAVseries | Net-Asset-Value (NAV) Series |
btest | Backtesting Investment Strategies |
c.journal | Journal |
close_on_first | Analysing Trades: Compute Profit/Loss, Resize and more |
DAX | Deutscher Aktienindex (DAX) |
div_adjust | Adjust Time Series for Dividends and Splits |
drawdowns | Compute Drawdowns |
drawdowns.default | Compute Drawdowns |
drawdowns.zoo | Compute Drawdowns |
head.journal | Journal |
instrument | Retrieve or Change Instrument |
instrument<- | Retrieve or Change Instrument |
is.journal | Journal |
is_valid_ISIN | Validate Security Identification Numbers |
is_valid_SEDOL | Validate Security Identification Numbers |
journal | Journal |
journal.default | Journal |
length.journal | Journal |
limit | Analysing Trades: Compute Profit/Loss, Resize and more |
NAVseries | Net-Asset-Value (NAV) Series |
pl | Profit and Loss |
pl.data.frame | Profit and Loss |
pl.default | Profit and Loss |
pl.journal | Profit and Loss |
pl.pl | Profit and Loss |
plot.NAVseries | Net-Asset-Value (NAV) Series |
plotTradingHours | Plot Time Series During Trading Hours |
plot_trading_hours | Plot Time Series During Trading Hours |
PMwR | Tools for the Management of Financial Portfolios |
position | Aggregate Transactions to Positions |
position.default | Aggregate Transactions to Positions |
position.journal | Aggregate Transactions to Positions |
pricetable | Price Table |
print.journal | Journal |
print.NAVseries | Net-Asset-Value (NAV) Series |
print.pl | Profit and Loss |
print.position | Aggregate Transactions to Positions |
print.p_returns | Compute Returns |
print.rebalance | Rebalance Portfolio |
p_returns | Compute Returns |
q32 | Treasury Quotes with 1/32nds of Point |
quote32 | Treasury Quotes with 1/32nds of Point |
rc | Return Contribution |
rebalance | Rebalance Portfolio |
replace_weight | Rebalance Portfolio |
returns | Compute Returns |
returns.default | Compute Returns |
returns.zoo | Compute Returns |
REXP | REXP |
scale1 | Scale Time Series |
scale1.default | Scale Time Series |
scale1.zoo | Scale Time Series |
scale_to_unity | Analysing Trades: Compute Profit/Loss, Resize and more |
scale_trades | Analysing Trades: Compute Profit/Loss, Resize and more |
sort.journal | Journal |
split.journal | Journal |
split_adjust | Adjust Time Series for Dividends and Splits |
split_trades | Analysing Trades: Compute Profit/Loss, Resize and more |
streaks | Up and Down Streaks |
streaks.default | Up and Down Streaks |
streaks.NAVseries | Up and Down Streaks |
streaks.zoo | Up and Down Streaks |
subset.journal | Journal |
summary.journal | Journal |
summary.NAVseries | Net-Asset-Value (NAV) Series |
tail.journal | Journal |
toHTML | Import from package 'textutils' |
toHTML.p_returns | Compute Returns |
toLatex.p_returns | Compute Returns |
tw_exposure | Analysing Trades: Compute Profit/Loss, Resize and more |
unit_prices | Compute Prices for Portfolio Based on Units |
valuation | Valuation |
valuation.journal | Valuation |
valuation.position | Valuation |
window.NAVseries | Net-Asset-Value (NAV) Series |
[.journal | Journal |
[.pricetable | Price Table |
[<-.journal | Journal |