summary.vasicek.discrete

object


Lambda is a measure of excess return per unit of standard deviation (risk-reward relationship), and is constant across all terms


lambda

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.

summary.vasicek.discrete: Summarize a Vasicek model

Description

Usage

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