Annualize Volatility or Variance — annualize • oplib

Transforms variance or volatility to annual. There is no default method, so only classes "volatility", "variance", are supported.

Usage

annualize(x, ...)

# S3 method for volatility
annualize(x, dib = 252, ...)

# S3 method for variance
annualize(x, dib = 252, ...)

Arguments

x: an object whose class will determine the method to be dispatched. Volatility or variance, will become annual.
...: further arguments to be passed to the next method.
dib: days in one year, day count convention.

Value

Same class with annual volatility or variance.

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