Skip to contents

Create or access metric context

Source: R/metric-context.R
ledgr_metric_context.Rd

With no object as the first argument, ledgr_metric_context() constructs the metric-assumption object used for risk-free-rate and annualization policy. With a ledgr object as the first argument, it dispatches as an accessor.

Usage

ledgr_metric_context(x, ...)

ledgr_metric_us_equity(risk_free_rate = 0, bars_per_day = 1L)

ledgr_metric_crypto(risk_free_rate = 0, bars_per_day = 1L)

Arguments

x

Optional object to inspect. Omit for constructor behavior. A numeric scalar first argument is treated as risk_free_rate for convenience.

...

Constructor fields or S3 method arguments. Constructor fields are risk_free_rate, calendar, benchmark, market_factor, and mar.

risk_free_rate

Scalar annual rate or ledgr_risk_free_rate used by the market-template helpers.

bars_per_day

Finite positive scalar number of bars per day used by the market-template helpers.

Value

A ledgr_metric_context object.

Details

Constructor fields:

  • risk_free_rate: scalar annual rate or ledgr_risk_free_rate() object.

  • calendar: ledgr_calendar() object; defaults to US equity daily.

  • benchmark: reserved for future benchmark-return providers and must be NULL in v0.1.8.

  • market_factor: reserved for future market-factor providers and must be NULL in v0.1.8.

  • mar: reserved for future minimum-acceptable-return providers and must be NULL in v0.1.8.

ledgr_metric_context_hash() hashes metric-context version, annual risk-free rate, risk-free source, risk-free as_of, and calendar annualization and source fields. Human display labels are stored for inspection but do not enter the hash. Inspect nested risk-free provenance with ledgr_metric_context(x)$risk_free_rate.

Articles

vignette("metrics-and-accounting", package = "ledgr") system.file("doc", "metrics-and-accounting.html", package = "ledgr")