AssetReturns: Create an AssetReturns object

In zatonovo/tawny.types: Common Types for Tawny

Description

AssetReturns contains some meta-data for asset returns objects.

Usage

AssetReturns(...)

Arguments

...	Used by lambda.r

Details

This is a thin wrapper around a zoo object containing portfolio returns. It is used to type the zoo object based on the business domain, as opposed to the programming mechanics.

AssetReturns(symbols, obs = NULL, start = NULL, end = Sys.Date(), fun = function(x) Delt(Cl(x)), reload = FALSE, na.value = NA, ...)

Value

An AssetReturns object

Additional Usage

symbols - A vector of symbols to load
obs - Number of total observations to load
start - Start date of data to load
end - End date of data to load
fun - Function to apply to calculate returns
reload - Should existing downloaded data be reloaded?
na.value - Value to use for NAs
... - Additional arguments

Author(s)

Brian Lee Yung Rowe

Examples

  ## Not run: returns <- AssetReturns(c('BAC','JPM','C','GS','MS'), 90)

zatonovo/tawny.types documentation built on May 4, 2019, 9:12 p.m.