metric-class: Class '"metric"'

In PortfolioEffectHFT: High Frequency Portfolio Analytics by PortfolioEffect

Description

Class that incorporates the notion of "lazy" portfolio or position metric.

Slots

java:

Object of class "jobjRef" ~~

Methods

plot

signature(x = "metric", y = "missing"): Displays summary plot of a metric

plot

signature(x = "metric", y = "ANY"): Displays summary plot of a metric

show

signature(object = "metric"): Displays summary plot of a metric

+

signature("metric","numeric"): Adds number to all metric elements

+

signature("metric","metric"): Adds one metric to another element-by-element

-

signature("metric","numeric"): Subtracts number from all metric elements

-

signature("metric","metric"): Subtracts one metric from another element-by-element

*

signature("metric","numeric"): Multiplies all metric elements by a number

*

signature("metric","metric"): Multiplies one metric by another element-by-element

/

signature("metric","numeric"): Divides all metric elements by a number

/

signature("metric","metric"): Divides one metric by another element-by-element

Author(s)

Kostin Andrey <[e-mail]>

Examples

showClass("metric")

PortfolioEffectHFT documentation built on May 2, 2019, 11:52 a.m.