| valuation.portfolBurSt {PortfolioProbe} | R Documentation |
Returns the amount of money in individual assets, and totaled into the gross, net, long and short values.
valuation.portfolBurSt(x, prices = x$prices, trade = FALSE,
weight = TRUE)
valuation.default(x, prices, weight = TRUE)
x |
required.
An object of class "portfolBurSt" created
by trade.optimizer (for the
"portfolBurSt" method).
Or a named vector (for the default method).
|
prices |
a named vector of asset prices that includes at least the assets in the object being evaluated. This is a required argument for the default method. |
trade |
logical value.
If TRUE, then the results are for the trade.
If FALSE, then the results are for the optimal portfolio.
|
weight |
logical value; if TRUE, then the result includes a component
named weight which contains the weights of the assets
(that is, position values scaled by the gross value).
|
a list with the following components:
individual |
the amount of money in individual assets. |
total |
length 4 vector containing the gross value, the net value, the long value and the short value. |
weight |
only present if the weight argument was TRUE.
A numeric vector containing the weights of the assets.
|
timestamp |
character string giving the time and date of the evaluation. |
call |
the call that created the object. |
These are methods for the generic function valuation.
This help was last revised 2009 October 19.
trade.optimizer, summary.portfolBurSt,
valuation.randportBurSt.
op1 <- trade.optimizer(eq.prices, varian, long.only=TRUE,
gross.value=1e6)
valuation(op1)
valuation(op1, new.prices) # valuation with new prices
valuation(op1, trade=TRUE) # valuation for the trade
valuation(op1$trade, eq.prices) # same thing