WealthIndex: WealthIndex

In raphael210/QUtility:

Description

Compute cumulated financial series, e.g. prices or indexes, from financial returns.

Usage

WealthIndex(rtn, geometric = TRUE)

Arguments

rtn	return series, an object of class timeSeries,zoo or xts
geometric	get geometric (TRUE) or simple (FALSE) returns, default TRUE

Details

This is a wrapped function of function cumulated in package timeSeries which is used for timeSeries objects

Value

the wealth index series of the same class of rtn

Author(s)

Ruifei.Yin

See Also

Returns,cumulated

Examples

rtn.long <- zoo(rnorm(100,0.001,0.02),as.Date("2010-01-01")+1:100)
rtn.short <- rtn.long + rnorm(100,-0.001,0.003)
rtn <- merge(rtn.long,rtn.short)
prices <- WealthIndex(rtn)

raphael210/QUtility documentation built on May 26, 2019, 11:05 p.m.