maRketSim (version 0.9.2)

rebal.function.default: Example rebal.function for use by rebalance()

Description

Advances time by one rebalancing period, buys/sells assets according to rebalancing rules, and returns a new account function. This example function should be adapted for your own use.

Usage

rebal.function.default(
	prts, start.mkt, end.mkt, 
	rebal.function.args = list( min.bond.size = 1000, 
	     new.bond.dur = numeric(), 
	     new.bond.mat = 5, 
	     sell.mat = numeric(), 
	     sell.dur = numeric() ), 
...)

Arguments

prts

list of portfolio objects

start.mkt

Starting time period's market object

end.mkt

Ending time period's market object

rebal.function.args

List of arguments passed from rebalance(). Can be whatever you like.

...

Pass-alongs.

Value

account

See Also

rebalance