Description Usage Arguments Details Value Author(s) See Also Examples
Calculate profit and loss based on price series, transactions and corporate actions for an instrument.
1 | pl = pnl(pseries, closepricecol, txn, corp)
|
pseries |
the xts time series with price data for this instrument. |
closepricecol |
the column of pseries that holds the close prices for this instrument. |
txn |
the xts time series with transactions for this instrument. |
corp |
the xts time series with corporate actions for this instrument. |
TODO
Returns an xts series with period profit and loss.
Mark Breman
1 | ## TODO
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.