excessRet: Excess return
In alejandro-sotolongo/InvMgmt:
Description
Usage
Arguments
Details
Value
Description
Excess return
Usage
1
Arguments
ret
time-series in a data.frame or tibble
rf
time-series in a data.frame or tibble
na_fill
optional parameter to fill missing values
Details
excessRet subtracts the rf time-series from the
ret time-series. rf can be a risk-free rate or benchmark
depending on the desired result. Leave na_fill as NULL to leave
missing values.
Value
time-series of 'ret' that is net of the 'rf' time-series
alejandro-sotolongo/InvMgmt documentation built on Dec. 18, 2019, 3:33 a.m.
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Description Usage Arguments Details Value
Description
Excess return
Usage
1 |
Arguments
ret |
time-series in a data.frame or tibble |
rf |
time-series in a data.frame or tibble |
na_fill |
optional parameter to fill missing values |
Details
excessRet subtracts the rf time-series from the
ret time-series. rf can be a risk-free rate or benchmark
depending on the desired result. Leave na_fill as NULL to leave
missing values.
Value
time-series of 'ret' that is net of the 'rf' time-series
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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