calRet: Calendar returns

Usage Arguments Details

Usage

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calRet(asset_list, xwin = c("dtd", "wtd", "mtd", "qtd", "ytd", "ttm", "3 yr",
  "5 yr", "10 yr", "20 yr"), asof = Sys.Date())

Arguments

asset_list

list of Asset or Portfolio Objects

xwin

window for calendar return

asof

as of date

Details

periods longer than one year are annualized


alejandro-sotolongo/InvTools documentation built on Nov. 1, 2019, 9:08 p.m.