jubilee-class {jubilee}

The jubilee class

Description

This S4 class stores raw and derived data, channel regression settings and results.

Slots

call

the match.call slot.

lookback.channel

numeric, the look-back channel in years.

fwd.rtn.duration

numeric, the forward return duration in years.

reg.dtb

data.table, contains the regression data.

dtb

data.table, contains the consolidated market data.

rate.spread.mean

numeric, the mean of the yield spread, used to calculate rate.spread.norm column.

create.time

POSIXct, records the creation time of this object.