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]