| maRketSim-package | maRketSim market simulator for R |
| aa | Functions to return the proportion of the portfolio in each asset class |
| aa.account | Functions to return the proportion of the portfolio in each asset class |
| aa.default | Functions to return the proportion of the portfolio in each asset class |
| account | Create fundamental market objects |
| as.data.frame.bond | Returns a data-frame summary of object. |
| as.data.frame.history.account | history.account objects contain accounts over time |
| as.data.frame.portfolio.bond | Returns a data-frame summary of object. |
| as.history.account | history.account objects contain accounts over time |
| as.history.account.sum.account | history.account objects contain accounts over time |
| bond | Create fundamental market objects |
| cash | Create fundamental market objects |
| cashflow | Functions to return cash-flows from bonds and portfolio objects |
| cashflow.account | Functions to return cash-flows from bonds and portfolio objects |
| cashflow.bond | Functions to return cash-flows from bonds and portfolio objects |
| cashflow.cash | Functions to return cash-flows from bonds and portfolio objects |
| cashflow.default | Functions to return cash-flows from bonds and portfolio objects |
| cashflow.portfolio.bond | Functions to return cash-flows from bonds and portfolio objects |
| connectTheDots | Functions relating to making yield curves |
| count | Function to return the number of objects of different types in a history.account object |
| count.history.account | Function to return the number of objects of different types in a history.account object |
| current.market | Find current market object |
| current.portfolio.bond | Get portfolio.bond at time t |
| duration | Return the duration of a bond-type object |
| duration.account | Return the duration of a bond-type object |
| duration.bond | Return the duration of a bond-type object |
| duration.cash | Return the duration of a bond-type object |
| duration.default | Return the duration of a bond-type object |
| duration.history.account | Return the duration of a bond-type object |
| duration.portfolio.bond | Return the duration of a bond-type object |
| duration.sum.account | Return the duration of a bond-type object |
| findDur | Find duration/maturity given interest rate and maturity/duration |
| findDur_ClosedForm | Find duration/maturity given interest rate and maturity/duration |
| findFV | Find present/future value given simple inputs |
| findMat | Find duration/maturity given interest rate and maturity/duration |
| findMaxDur | Find duration/maturity given interest rate and maturity/duration |
| findMaxMat | Find duration/maturity given interest rate and maturity/duration |
| findPV | Find present/future value given simple inputs |
| fund | Create fund object |
| fv | Return the present/future value of an object under a given market conditions |
| fv.bond | Return the present/future value of an object under a given market conditions |
| fv.cash | Return the present/future value of an object under a given market conditions |
| fv.default | Return the present/future value of an object under a given market conditions |
| genHistory.market | Generate a history.market by applying a quoted function to obtain the interest rates for each period |
| genPortfolio.bond | Generate a portfolio of bond objects according to high-level criteria |
| history.account | history.account objects contain accounts over time |
| history.market | Creates a history.market object |
| issueTime | Functions to return time parameters of various maRketSim objects |
| issueTime.bond | Functions to return time parameters of various maRketSim objects |
| issueTime.default | Functions to return time parameters of various maRketSim objects |
| issueTime.portfolio.bond | Functions to return time parameters of various maRketSim objects |
| market | Create a market object |
| market.bond | Create a market object |
| market.rate | Return a market rate for a given maturity |
| maRketSim | maRketSim market simulator for R |
| matTime | Functions to return time parameters of various maRketSim objects |
| matTime.bond | Functions to return time parameters of various maRketSim objects |
| matTime.default | Functions to return time parameters of various maRketSim objects |
| matTime.portfolio.bond | Functions to return time parameters of various maRketSim objects |
| mktTime | Functions to return time parameters of various maRketSim objects |
| mktTime.account | Functions to return time parameters of various maRketSim objects |
| mktTime.default | Functions to return time parameters of various maRketSim objects |
| mktTime.history.account | Functions to return time parameters of various maRketSim objects |
| mktTime.market | Functions to return time parameters of various maRketSim objects |
| plot.history.account | maRketSim plotting functions |
| plot.history.market | maRketSim plotting functions |
| plot.sum.account | maRketSim plotting functions |
| plot.sum.vasicek.discrete | maRketSim plotting functions |
| plot.vasicek.discrete | maRketSim plotting functions |
| portfolio | Create fundamental market objects |
| print.account | Display characteristics of maRketSim object on console |
| print.bond | Display characteristics of maRketSim object on console |
| print.cash | Display characteristics of maRketSim object on console |
| print.history.account | history.account objects contain accounts over time |
| print.history.market | Display characteristics of maRketSim object on console |
| print.market | Display characteristics of maRketSim object on console |
| print.market.bond | Display characteristics of maRketSim object on console |
| print.portfolio.bond | Display characteristics of maRketSim object on console |
| print.sum.account | Display characteristics of maRketSim object on console |
| print.sum.bond | Display characteristics of maRketSim object on console |
| print.sum.market.bond | Display characteristics of maRketSim object on console |
| print.sum.portfolio.bond | Display characteristics of maRketSim object on console |
| pv | Return the present/future value of an object under a given market conditions |
| pv.account | Return the present/future value of an object under a given market conditions |
| pv.bond | Return the present/future value of an object under a given market conditions |
| pv.cash | Return the present/future value of an object under a given market conditions |
| pv.default | Return the present/future value of an object under a given market conditions |
| pv.history.account | Return the present/future value of an object under a given market conditions |
| pv.portfolio.bond | Return the present/future value of an object under a given market conditions |
| read.yield.curve | Functions relating to making yield curves |
| rebal.function.default | Example rebal.function for use by rebalance() |
| rebalance | Functions to rebalance accounts. Called by summary.account |
| rebalance.account | Functions to rebalance accounts. Called by summary.account |
| rebalance.default | Functions to rebalance accounts. Called by summary.account |
| summary.account | Evaluate maRketSim object under new market conditions |
| summary.bond | Evaluate maRketSim object under new market conditions |
| summary.market | Evaluate maRketSim object under new market conditions |
| summary.market.bond | Evaluate maRketSim object under new market conditions |
| summary.portfolio.bond | Evaluate maRketSim object under new market conditions |
| summary.vasicek.discrete | Summarize a Vasicek model |
| vasicek.discrete | Vasicek yield model in discrete time |
| VFITX_div | Vanguard Intermediate Treasury Data, as downloaded from Yahoo |
| VFITX_prices | Vanguard Intermediate Treasury Data, as downloaded from Yahoo |