summary-GenericStrat-method: S4 method for the summary generic for portfolio insurance...
In etrm: Energy Trading and Risk Management
Description
Usage
Arguments
Value
Description
S4 method for the summary generic for portfolio insurance strategy classes
Usage
1
2
## S4 method for signature 'GenericStrat'
summary(object)
Arguments
object
instance of a strategy class
Value
a list with five elements. 1) A string describing the type of portfolio
insurance trading strategy and number of observations, 2) volume to be hedged,
calculated churn rate (numer of times volume to be hedged has been traded) and
5) a data frame with summary statistics for achieved results
etrm documentation built on June 23, 2021, 9:09 a.m.
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Description Usage Arguments Value
Description
S4 method for the summary generic for portfolio insurance strategy classes
Usage
1 2 | ## S4 method for signature 'GenericStrat'
summary(object)
|
Arguments
object |
instance of a strategy class |
Value
a list with five elements. 1) A string describing the type of portfolio insurance trading strategy and number of observations, 2) volume to be hedged, calculated churn rate (numer of times volume to be hedged has been traded) and 5) a data frame with summary statistics for achieved results
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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