PortDD-class {FRAPO} | R Documentation |
"PortDD"
Class union of "PortAdd"
, "PortCdd"
and "PortMdd"
A virtual Class: No objects may be created from it.
signature(object = "PortDD")
: Returns the
portfolio draw downs.
signature(object = "PortDD")
: Time series plot of
draw downs.
This virtual class is intended for specifying methods that are common to all type of draw down portfolios.
Bernhard Pfaff
"PortAdd"
, "PortMdd"
,
"PortCdd"
, PMinCDaR
,
PCDaR
, PAveDD
, PMaxDD
showClass("PortDD")