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DESCRIPTION
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Package: blotter
Type: Package
Title: Tools for transaction-oriented trading systems
development.
Version: 0.9.1644
Date: $Date: 2014-11-01 14:32:11 -0600 (Sat, 01 Nov 2014) $
Author: Peter Carl, Brian G. Peterson
Maintainer: Brian G. Peterson <[email protected]>
Description: Transaction infrastructure for defining
instruments, transactions, portfolios and accounts for
trading systems and simulation. Provides portfolio
support for multi-asset class and multi-currency
portfolios. Actively maintained and developed.
License: GPL
LazyLoad: yes
Depends:
R (>= 2.15),
xts (>= 0.7-6.17),
zoo,
FinancialInstrument(>= 0.6.3),
PerformanceAnalytics,
quantmod
Suggests:
Hmisc,
RUnit,
Contributors: Daniel Cegielka, Dirk Eddelbuettel, Jan Humme, Lance Levenson,
Ben McCann, Jeff Ryan, Garrett See, Joshua Ulrich, Wolfgang Wu
URL: https://r-forge.r-project.org/projects/blotter/
Copyright: (c) 2008-2014
ByteCompile: TRUE