rmNegativeSpread: Delete entries for which the spread is negative
In highfrequency: Tools for Highfrequency Data Analysis
Description
Usage
Arguments
Value
Author(s)
Description
Function deletes entries for which the spread is negative.
Usage
1
rmNegativeSpread(qdata)
Arguments
qdata
an xts object at least containing the columns "BID" and "OFR".
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
highfrequency documentation built on May 2, 2019, 6:09 p.m.
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Description Usage Arguments Value Author(s)
Description
Function deletes entries for which the spread is negative.
Usage
1 | rmNegativeSpread(qdata)
|
Arguments
qdata |
an xts object at least containing the columns "BID" and "OFR". |
Value
xts object
Author(s)
Jonathan Cornelissen and Kris Boudt
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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