summary-GenericStrat-method: S4 method for the summary generic for portfolio insurance...

summary,GenericStrat-methodR Documentation

S4 method for the summary generic for portfolio insurance strategy classes

Description

S4 method for the summary generic for portfolio insurance strategy classes

Usage

## S4 method for signature 'GenericStrat'
summary(object)

Arguments

object

instance of a strategy class

Value

a list with five elements. 1) A string describing the type of portfolio insurance trading strategy and number of observations, 2) volume to be hedged, calculated churn rate (numer of times volume to be hedged has been traded) and 5) a data frame with summary statistics for achieved results


sleire/etrm documentation built on Feb. 5, 2023, 9:02 a.m.