compute_index: Compute Index

Description Usage Arguments Value Examples

View source: R/index.R

Description

Function to compute an Index given the prices and weights

Usage

1

Arguments

prices

component's prices, in currency (€, $, ...) per share

weights

component's weights, in number of shares

Value

the index value given the prices and weights.

Examples

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myIndex <- compute_index(c(1.50, 2.22, 3.88, 10.66),
                         c(654, 543, 123, 10))

bpvgoncalves/DynHedge documentation built on Dec. 19, 2021, 10:52 a.m.