Displaying 1 result from an estimated 1 matches for "security_names".
2012 Sep 26
1
Change in order of names after applying "plyr" package
...8.1,8.9,8.9,8.9,9,9,9,9,9,9,9,3.21,3.22,3.12, 3.51, 3.5, 3.37, 3.25, 3, 3.07, 3, 2.94, 2.6))
param = data.frame(confidence_level = c(0.99), holding_period = c(10), calculation_method = "MC", no_simulation_mc = c(100))
library(plyr)
library(reshape2)
attach(equity_data)
attach(param)
security_names = unique(equity_data$security_id)
# (security_names are used further in R code not included here)
alpha = param$confidence_level
t = param$holding_period
n = param$no_simulation_mc
method = param$calculation_method
mc_VaR = function(security_id, ason_date, security_rate)
{
securi...