Description Usage Arguments Value Author(s) Examples
View source: R/pub01_utilityFuncs.R
get a return of different last periods of the rtn series(including overall cumulativereturn).
1 2 | rtn.lastperiods(rtn, periods = list(months(1), months(3), months(6), years(1),
years(3), years(5)))
|
rtn |
an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns |
periods |
a list, with elements of class "Period",eg.list(months(1),months(3)), giving the last periods. |
a matrix
Ruifei.Yin
1 2 3 4 |
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