its-fin: Financial Functions for Irregular Time-Series Objects
Description
Financial functions for objects of class "its".
Usage
accrueIts(x,daysperyear=365)
Arguments
x
an object of class "its"
daysperyear
integer, representing days per year for accrual
Value
An object of class "its"
Details
accrueIts Accrues an annual rate stored in x, expressed as a
decimal (not a percentage), based on the difference of the time-stamps.
The accrued value is not cumulated, it is a per-period return.