plot-GenericStrat-method: S4 method for the plot generic for portfolio insurance...

In etrm: Energy Trading and Risk Management

Description

S4 method for the plot generic for portfolio insurance strategy classes

Usage

## S4 method for signature 'GenericStrat'
plot(
  x,
  y = NULL,
  title = "Strategy plot",
  xlab = "",
  ylab.1 = "Price",
  ylab.2 = "Hedge %",
  pcols = c("#F8766D", "steelblue3", "gray60", "gray80"),
  legend = "bottom"
)

Arguments

x	instance of the strategy class created by the corresponding strategy function
y	NULL
title	plot title
xlab	label for x-axis
ylab.1	label for y-axis on price plot in top panel
ylab.2	label for y-axis on hedge plot in bottom panel
pcols	vector with four color codes for plot
legend	legend position in c("top", "bottom")

Value

a two-panel chart with daily values for (top panel) target price, market price and portfolio price and (bottom) portfolio hedge rate

etrm documentation built on June 23, 2021, 9:09 a.m.