[Pnl-commits] r2 - pkg

[noreply at r-forge.r-project.org]

Author: mark
Date: 2010-03-25 17:39:14 +0100 (Thu, 25 Mar 2010)
New Revision: 2

Added:
   pkg/DESCRIPTION
   pkg/NAMESPACE
   pkg/TODO.txt
Modified:
   pkg/
Log:
initial



Property changes on: pkg
___________________________________________________________________
Name: svn:ignore
   + ..Rcheck


Added: pkg/DESCRIPTION
===================================================================
--- pkg/DESCRIPTION	                        (rev 0)
+++ pkg/DESCRIPTION	2010-03-25 16:39:14 UTC (rev 2)
@@ -0,0 +1,14 @@
+Package: pnl
+Type: Package
+Title: Profit and Loss calculation for financial instruments and portfolio's.
+Version: 0.1
+Date: 
+Author: Mark Breman
+Maintainer: Mark Breman <breman.mark at gmail.com>
+Description: Profit&Loss calculation for financial instruments and portfolio's as used in trading systems. Aimed at doing a limited amount of tasks fast and well. Heavily based on xts-timeseries.
+License: GPL
+LazyLoad: yes
+Depends: R (>= 2.9.0), xts, RUnit
+Suggests: quantmod
+URL: http://r-forge.r-project.org/projects/pnl/
+Copyright: (c) 2010

Added: pkg/NAMESPACE
===================================================================
--- pkg/NAMESPACE	                        (rev 0)
+++ pkg/NAMESPACE	2010-03-25 16:39:14 UTC (rev 2)
@@ -0,0 +1,3 @@
+export(addDiv)
+export(addTxn)
+export(pnl)
\ No newline at end of file

Added: pkg/TODO.txt
===================================================================
--- pkg/TODO.txt	                        (rev 0)
+++ pkg/TODO.txt	2010-03-25 16:39:14 UTC (rev 2)
@@ -0,0 +1,8 @@
+# TODO:
+#- add derivatives: multiplier, options + corporate actions
+#- incremental calculation?
+#- add currency support
+#- add support for other prices except close?
+#- 0 row is temporarly inserted in calcPnl() with date 1970-01-01 (Date(0)). No pricedate before this date is possible.
+#- start portfolio/instrument with an averaged entry, in case old pricedata is not available and portfolio can't be build from the start.
+#- add stock dividends