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maRketSim (version 0.9.2)

Market simulator for R

Description

maRketSim is a market simulator for R. It was initially designed around the bond market, with plans to expand to stocks. maRketSim is built around the idea of portfolios of fundamental objects. Therefore it is slow in its current incarnation, but allows you the flexibility of seeing exactly what is in your final results, since the objects are retained.

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Version

Install

install.packages('maRketSim')

Monthly Downloads

31

Version

0.9.2

License

GPL (>= 2)

Maintainer

Ari Friedman

Last Published

July 17th, 2013

Functions in maRketSim (0.9.2)

VFITX_div

Vanguard Intermediate Treasury Data, as downloaded from Yahoo
findPV

Find present/future value given simple inputs
fund

Create fund object
aa

Functions to return the proportion of the portfolio in each asset class
genPortfolio.bond

Generate a portfolio of bond objects according to high-level criteria
cashflow

Functions to return cash-flows from bonds and portfolio objects
count.history.account

Function to return the number of objects of different types in a history.account object
as.data.frame.bond

Returns a data-frame summary of object.
pv

Return the present/future value of an object under a given market conditions
history.account

history.account objects contain accounts over time
summary.bond

Evaluate maRketSim object under new market conditions
market.rate

Return a market rate for a given maturity
connectTheDots

Functions relating to making yield curves
maRketSim-package

maRketSim market simulator for R
print.market

Display characteristics of maRketSim object on console
findDur

Find duration/maturity given interest rate and maturity/duration
history.market

Creates a history.market object
summary.vasicek.discrete

Summarize a Vasicek model
market

Create a market object
duration

Return the duration of a bond-type object
current.portfolio.bond

Get portfolio.bond at time t
vasicek.discrete

Vasicek yield model in discrete time
current.market

Find current market object
genHistory.market

Generate a history.market by applying a quoted function to obtain the interest rates for each period
plot.history.market

maRketSim plotting functions
issueTime

Functions to return time parameters of various maRketSim objects
VFITX_prices

Vanguard Intermediate Treasury Data, as downloaded from Yahoo
account

Create fundamental market objects
rebal.function.default

Example rebal.function for use by rebalance()
rebalance.account

Functions to rebalance accounts. Called by summary.account