valuation.portfolBurSt {PortfolioProbe} | R Documentation

## Find the Monetary Values of a Portfolio or Trade

### Description

Returns the amount of money in individual assets, and totaled into the gross, net, long and short values.

### Usage

    valuation.portfolBurSt(x, prices = x$prices, trade = FALSE,
            weight = TRUE)
    valuation.default(x, prices, weight = TRUE)

### Arguments

`x` | required. An object of class `"portfolBurSt"` created by `trade.optimizer` (for the `"portfolBurSt"` method). Or a named vector (for the default method).
`prices` | a named vector of asset prices that includes at least the assets in the object being evaluated. This is a required argument for the default method.
`trade` | logical value. If `TRUE`, then the results are for the trade. If `FALSE`, then the results are for the optimal portfolio.
`weight` | logical value; if `TRUE`, then the result includes a component named `weight` which contains the weights of the assets (that is, position values scaled by the gross value).

### Value

a list with the following components:

`individual` | the amount of money in individual assets.
`total` | length 4 vector containing the gross value, the net value, the long value and the short value.
`weight` | only present if the `weight` argument was `TRUE`. A numeric vector containing the weights of the assets.
`timestamp` | character string giving the time and date of the evaluation.
`call` | the call that created the object.

### Details

These are methods for the generic function `valuation`.

### Revision

This help was last revised 2009 October 19.

### See Also

`trade.optimizer`, `summary.portfolBurSt`, `valuation.randportBurSt`.

### Examples

    op1 <- trade.optimizer(eq.prices, varian, long.only=TRUE,
            gross.value=1e6)
    valuation(op1)

    valuation(op1, new.prices) # valuation with new prices

    valuation(op1, trade=TRUE) # valuation for the trade
    valuation(op1$trade, eq.prices) # same thing

[Package PortfolioProbe version 1.00 Index]