mk.returns {QRMlib} | R Documentation |
makes financial return data from asset price data
mk.returns(tsdata, type="log")
tsdata |
a timeSeries object containing prices |
type |
whether "log" or "relative" returns should be constructed |
a timeSeries object containing returns
timeSeriesClass
,
TimeSeriesClassRMetrics
data(ftse100); ftse100.r <- mk.returns(ftse100);