[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 
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