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etrm (version 1.0.1)

plot,GenericStrat-method: S4 method for the plot generic for portfolio insurance strategy classes

Description

S4 method for the plot generic for portfolio insurance strategy classes

Usage

# S4 method for GenericStrat
plot(
  x,
  y = NULL,
  title = "Strategy plot",
  xlab = "",
  ylab.1 = "Price",
  ylab.2 = "Hedge %",
  pcols = c("#F8766D", "steelblue3", "gray60", "gray80"),
  legend = "bottom"
)

Arguments

x

instance of the strategy class created by the corresponding strategy function

y

NULL

title

plot title

xlab

label for x-axis

ylab.1

label for y-axis on price plot in top panel

ylab.2

label for y-axis on hedge plot in bottom panel

pcols

vector with four color codes for plot

legend

legend position in c("top", "bottom")

Value

a two-panel chart with daily values for (top panel) target price, market price and portfolio price and (bottom) portfolio hedge rate