PortDD-class

DrawDowns

plot

DrawDowns,PortDD-method

plot,PortDD,missing-method

Class union of <code>"PortAdd"</code>, <code>"PortCdd"</code> and <code>"PortMdd"</code>

classes

Accompanying package of the book 'Financial Risk Modelling
and Portfolio Optimisation with R', second edition. The data sets used in the book are contained in this package.

Bernhard Pfaff

FRAPO

Financial Risk Modelling and Portfolio Optimisation with R

PortDD-class function

A virtual Class: No objects may be created from it.

Objects from the Class

<dl>
 <dt>DrawDowns</dt>
<dd><code>signature(object = "PortDD")</code>: Returns the
 portfolio draw downs.</dd>
 
 <dt>plot</dt>
<dd><code>signature(object = "PortDD")</code>: Time series plot of
 draw downs.</dd> 
</dl>

Methods

Author

Class "PortDD" — PortDD-class

<dl>
 <dt>DrawDowns</dt>
<dd><code>signature(object = "PortDD")</code>: Returns the
 portfolio draw downs.</dd>
 
 <dt>plot</dt>
<dd><code>signature(object = "PortDD")</code>: Time series plot of
 draw downs.</dd>

 
</dl>

PortDD-class: Class `"PortDD"`

Description

Arguments

Objects from the Class

Methods

Author

See Also

Examples