getCleanData: Clean the funds and risk-free rate data.

In nickto/PensionFundsLv: Analysis of Latvian Pension FundsVersion: 0.0.0.9000

Description

getCleanData cleans the fund and risk-free data, merges it, returns only the important columns. Returns daily data (daily return).

Usage

getCleanData(fundsNav, rf, frequency = "days")

Arguments

fundsNav	data frame with fund data as returned by getFundData (or any other data frame that can be passed to computeReturnFromNav() function).
rf	data frame wirh risk-free rates as returned by getRfData function.
frequency	string, one of c("days", "weeks", "months", "quarters", "years")

Value

An object of class FundData, which inherits from data.frame. It has id, date, fund nav, fund return and risk-free rate at a specified frequency. Returns are same as frequence (e.g. daily for dailty frequence, monthly for monthly frequency). Frequency is stored in the frequency attribute.

nickto/PensionFundsLv documentation built on May 23, 2019, 5:08 p.m.