Transforms variance or volatility to annual. There is no default
method, so only classes "volatility"
, "variance"
, are supported.
Usage
annualize(x, ...)
# S3 method for class 'volatility'
annualize(x, dib = 252, ...)
# S3 method for class 'variance'
annualize(x, dib = 252, ...)
See also
daily
to transform variance or volatility to daily basis.
Examples
annualize(as.variance(.5))
#> Annual Variance 252 days
#> [1] 126
annualize(as.volatility(.25))
#> Annual Volatility (%) 252 days
#> [1] 396.8627