The Investment element simulates an investment such as a security or portfolio of securities.
The property dialog looks like this:
After specifying the currency units you wish to use, you must specify how the growth of the investment is to be computed. This can be any function, but will often be the output of a History Generator element. The History Generator An element that generates stochastic time histories of variables. A stochastic time history is a random time history that is generated according to a specified set of statistics. element (which is part of the basic GoldSim framework), provides a variety of alternatives for generating time histories, including specifying a stochastic growth rate (defined using a mean annual growth rate and volatility, and simulated as a Wiener process).
You can use an Investment element to model a collection of investments (by entering vectors of inputs), and you can specify a correlation matrix A two-dimensional array. for the investments (using several different correlation schemes).
Purchases and sales of the investment can be entered as continuous rates or discrete items.
The primary output For an element with multiple outputs, the output that has the same name as the element. is the current value of the investment:
