QuantAndrew/QDataGet
Data getting functionns

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getTSR_decay: getTSR_decay

getTSR_decay: getTSR_decay
In QuantAndrew/QDataGet: Data getting functionns

Description Usage Value

View source: R/fct01_frameBuildingFuncs.R

Description

getTSR_decay

Usage

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getTSR_decay(TS, prd_lists = list(w1 = lubridate::weeks(1), w2 =
  lubridate::weeks(2), m1 = months(1), m2 = months(2), m3 = months(3), m6 =
  months(6)))

Value

a TSR including the decayed period rtns


QuantAndrew/QDataGet documentation built on May 14, 2019, 7:35 a.m.

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