premium.active: Active Premium
In rportfolio: Portfolio Theory
Description
Usage
Arguments
Value
Examples
View source: R/active_premium.R
Description
Calculates the active premium
Usage
1
premium.active(R1, R2)
Arguments
R1
Returns of Portfolio as xts
R2
Risk Free Return as xts
Value
Calculates the active premium of the portfolio
Examples
1
premium.active(funds$ret1, funds$rfr)
rportfolio documentation built on July 1, 2020, 10:35 p.m.
R Package Documentation
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Description Usage Arguments Value Examples
View source: R/active_premium.R
Description
Calculates the active premium
Usage
1 | premium.active(R1, R2)
|
Arguments
R1 |
Returns of Portfolio as xts |
R2 |
Risk Free Return as xts |
Value
Calculates the active premium of the portfolio
Examples
1 | premium.active(funds$ret1, funds$rfr)
|
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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