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Transaction-oriented infrastructure for defining instruments, transactions, portfolios and accounts for trading systems and strategy simulation. Provides portfolio support for multi-asset class and multi-currency portfolios. Still in heavy development. (github mirror)

Home Page: http://r-forge.r-project.org/projects/blotter/

R 99.91% C 0.08% Vim Script 0.01% Shell 0.01%

blotter's Introduction

Transaction infrastructure for de ning instruments, transactions, portfolios and accounts for trading systems and simulation. Provides portfolio support for multi-asset class and multi-currency portfolios.

Key features

  • supports portfolios of multiple assets
  • supports accounts of multiple portfolios
  • supports P&L calculation and roll-up

Authors

  • Peter Carl
  • Brian Peterson

blotter's People

Watchers

James Cloos avatar L avatar

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