www.gusucode.com > trading工具箱matlab源码程序 > trading/trading/krg.m

    function krg
%KRG Kissell Research Group transaction cost analysis object.
%   K = KRG(MIDATA) returns a transaction cost analysis object with market
%   impact parameter data array, date, code and the number of trading days in a year. 
%   The market impact data, MIDATA is a table provided by the Kissell
%   Research Group.   By default, the market impact date will be set to the
%   current date, the market impact code will be set to 1 and the number of
%   trading days in a year is set to 250.
%
%   K = KRG(MIDATA,MIDATE) returns a transaction cost analysis object with market
%   impact parameter data array, date, code and trading days in a year.  The market impact 
%   data, MIDATA is a table provided by the Kissell Research Group.   
%   The market impact date, MIDATE, is used to select the specific market 
%   impact parameters.  By default, the market impact code is set to 1 and 
%   the number of trading days in a year is set to 250.
%
%   K = KRG(MIDATA,MIDATE,MICODE) returns a transaction cost analysis object with market
%   impact parameter data array, date, code and trading days in a year.  The market impact 
%   data, MIDATA is a table provided by the Kissell Research Group.   
%   The market impact date, MIDATE, and market impact code, MICODE, are used to select the specific market 
%   impact parameters.  By default, the number of trading days in a year is set
%   to 250.
%
%   K = KRG(MIDATA,MIDATE,MICODE,TRADEDAYSINYEAR) returns a transaction cost analysis object with market
%   impact parameter data array, the market impact date and the number of trading days in a year. 
%   The market impact data, MIDATA is a table provided by the Kissell
%   Research Group.  The market impact date, MIDATE, and market impact code, 
%   MICODE, are used to select the specific market impact parameters.
%   TRADINGDAYSINYEAR is an integer value.
%
%   See also iStar, marketImpact, priceAppreciation, timingRisk.

%   Copyright 2016 The MathWorks, Inc.