ConstantReturn: Create a daily timeseries with a constant yearly return.

Description Usage Arguments Value

Description

Create a daily timeseries with a constant yearly return.

Usage

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ConstantReturn(startDate = "1990-01-01", endDate = Sys.Date(), r,
  startValue = 1, dayCountConvention = c("weekdays", "calendardays",
  "holidays"), holiday = NULL)

Arguments

startDate

the first date of the xts to be returned

endDate

the last date of the xts to be returned

r

the yearly return

startValue

the first value of the xts

dayCountConvention

the convention to be used

holiday

for convention holidays, a timeDate holiday calendar

Value

an xts object


gluc/datapR documentation built on May 17, 2019, 6:41 a.m.