valuation.portfolBurSt {PortfolioProbe} | R Documentation

## Find the Monetary Values of a Portfolio or Trade

### Description

Returns various concepts of value.

### Usage

    valuation.portfolBurSt(x, prices = x$prices, trade = FALSE,
            weight = TRUE, collapse = is.matrix(prices), type = "gross",
            cash = NULL)
    valuation.default(x, prices, weight = TRUE, collapse = is.matrix(prices),
            type = "gross", cash = NULL)

### 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, or a matrix with column names for the assets. 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).
`collapse` | logical value; if `TRUE`, then the result will be a vector containing a valuation for each row of `prices`. This must be `TRUE` if `prices` is a matrix.
`type` | this is only used when `collapse` is `TRUE`. A character string that (partially) matches one of: `"gross"`, `"net"`, `"long"`, `"short"`, `"nav"`. When this has value `"nav"`, then the result is the net value plus cash. When this has value `"short"`, the result is non-negative numbers.
`cash` | this is only used when `type="nav"` and `collapse` is `TRUE`. A single number, a numeric vector with as many elements as there are rows in `prices`, or `NULL`. If this is `NULL`, then the amount of cash is the gross value at the first time point for each portfolio.

### Value

if `collapse` is `TRUE`, then a vector containing valuations of type given by the `type` argument. This has attributes `timestamp` and `call` like the descriptions given below.
Otherwise, 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`.

If `prices` is a matrix, then `collapse` must be `TRUE`.

### Revision

This help was last revised 2010 September 24.

### 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, rbind(eq.prices, new.prices)) # two gross values

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

[Package PortfolioProbe version 1.02 Index]