Thank you Garrett! Worked very nice!

On Wed, Sep 5, 2012 at 2:16 PM, G See <gsee000@gmail.com> wrote:

> On Wed, Sep 5, 2012 at 12:21 AM, Nikos Rachmanis
> <nikos.rachmanis@gmail.com> wrote:
> > However, I am trying to transform the daily returns of my P&L (which also
> > include gaps) to monthly and unfortunately the to.monthly does not work
> > very well.
> >
> > i am currently trying table.TrailingPeriods and rollapply.
> >
> > Any other ideas or functions?
>
> ?apply.monthly
>
> apply.monthly(PnL, sum)
>
> -Garrett
>

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