| PortDD-class {FRAPO} | R Documentation |
Class "PortDD"
Description
Class union of "PortAdd", "PortCdd" and "PortMdd"
Objects from the Class
A virtual Class: No objects may be created from it.
Methods
- DrawDowns
signature(object = "PortDD"): Returns the portfolio draw downs.- plot
signature(object = "PortDD"): Time series plot of draw downs.
Note
This virtual class is intended for specifying methods that are common to all type of draw down portfolios.
Author(s)
Bernhard Pfaff
See Also
"PortAdd", "PortMdd",
"PortCdd", PMinCDaR,
PCDaR, PAveDD, PMaxDD
Examples
showClass("PortDD")
[Package FRAPO version 0.4-1 Index]