mdietz: Modified Dietz method

In seananderson/spudr: Tools for tracking and managing couch-potato investment portfolios

Description

Modified Dietz method

Usage

mdietz(start_value, end_value, f, f_day, days)

Arguments

start_value	The starting value
end_value	The ending value
f	A vector of in and out cash flows
f_day	A numeric vector of days since start in which cash flows occured
days	The (numeric) total number of days (end day minus first day + 1)

Value

A percent return

References

http://en.wikipedia.org/wiki/Modified_Dietz_method

Examples

mdietz(start_value = 100, end_value = 300, f = c(50),
   f_day = c(365), days <- 365*2)

 mdietz(start_value = 100, end_value = 300, f = c(50, 150),
   f_day = c(365, 380), days <- 365*2)

 mdietz(start_value = 100, end_value = 300, f = c(50, 10),
   f_day = c(365, 380), days <- 365*2)

seananderson/spudr documentation built on May 29, 2019, 4:26 p.m.