[R-SIG-Finance] [R-sig-finance] n-period return
ehxpieterse
eduard.pieterse at macquarie.com
Mon Aug 3 12:55:50 CEST 2009
Apologies if this has been asked before.
I am looking for a function to calculate the n-period return for a time
series. For example, the user would specify 11, 90 or 180 and then generate
an accompanying n-period delta.
Thanks in advance.
Eduard
--
View this message in context: http://www.nabble.com/n-period-return-tp24788735p24788735.html
Sent from the Rmetrics mailing list archive at Nabble.com.
More information about the R-SIG-Finance
mailing list