| premium.active {rportfolio} | R Documentation |
Active Premium
Description
Calculates the active premium
Usage
premium.active(R1, R2)
Arguments
R1 |
Returns of Portfolio as xts |
R2 |
Risk Free Return as xts |
Value
Calculates the active premium of the portfolio
Examples
premium.active(funds$ret1, funds$rfr)
[Package rportfolio version 0.0.3 Index]