API for christianbitter/cbFinance
CBFinance - a collection of experiments on using R for financial data analysis.

Global functions
Information_ratio Source code
annualized_volatility Man page Source code
arithmetic_return Man page Source code
compound Man page Source code
conditional_sharpe_ratio Man page Source code
discount Man page Source code
effective_rate Man page Source code
excess_return Man page Source code
expected_annual_return Man page Source code
expected_return Man page Source code
expected_shortfall Man page Source code
future_value Man page Source code
geometric_mean_returns Man page Source code
geometric_return Man page Source code
log_return Man page Source code
longest_loss_period Man page Source code
max_drawdown Man page Source code
mean_arithmetic_return Man page Source code
modigliani_ratio Source code
present_value Man page Source code
random_walk Man page Source code
risk_premium Man page Source code
semideviation Man page Source code
sharpe_ratio Man page Source code
simple_return Man page Source code
sortino_ratio Man page Source code
value_at_risk Man page Source code
volatility Man page Source code
christianbitter/cbFinance documentation built on Sept. 28, 2024, 4:54 p.m.