mk.returns {QRMlib}R Documentation

Make Financial Return Data

Description

makes financial return data from asset price data

Usage

mk.returns(tsdata, type="log")

Arguments

tsdata a timeSeries object containing prices
type whether "log" or "relative" returns should be constructed

Value

a timeSeries object containing returns

See Also

timeSeriesClass, TimeSeriesClassRMetrics

Examples

data(ftse100);
ftse100.r <- mk.returns(ftse100); 

[Package QRMlib version 1.4.4 Index]