itsFin                  package:its                  R Documentation

_F_i_n_a_n_c_i_a_l _F_u_n_c_t_i_o_n_s _f_o_r _I_r_r_e_g_u_l_a_r _T_i_m_e-_S_e_r_i_e_s _O_b_j_e_c_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Financial functions for objects of class '"its"'.

_U_s_a_g_e:

     accrueIts(x,daysperyear=365)

_A_r_g_u_m_e_n_t_s:

       x: an object of class '"its"'

daysperyear: integer, representing days per year for accrual

_D_e_t_a_i_l_s:

     '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.

_V_a_l_u_e:

     An object of class '"its"'

_A_u_t_h_o_r(_s):

     Giles Heywood

_S_e_e _A_l_s_o:

     'ts', 'POSIXct', 'itsFile', 'itsLags' 'itsJoin' 'itsTimes'
     'itsSubset' 'itsFin' 'itsDisp' 'itsInfo' 'itsCumdif' 'itsArith'

_E_x_a_m_p_l_e_s:

     a <- matrix(c(seq(by=24*60*60,length=20),1:20,41:60),nrow=20,ncol=3)
     b <- as.its(a)
     accrueIts(b[which(weekdayIts(b)),]/100,daysperyear=365)

