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volatility Class Coercing

Source: R/volatility.R
as.volatility.Rd

Generic function for coercing to "volatility". There is a default method and a method for "variance".

Usage

as.volatility(x, ...)

# S3 method for default
as.volatility(x, annualized = FALSE, dib = NULL, ...)

# S3 method for variance
as.volatility(x, ...)

Arguments

x

an object whose class will determine the method to be dispatched. Value is the volatility or variance.

...

further arguments to be passed to the next method, such as:

annualized

for default method, TRUE if volatility value in x is annualized, FALSE if volatility is daily.

dib

days in one year, day count convention.

Value

All values of x as volatility class, according to given daily or annualized type.

See also

as.variance.

Examples

as.volatility(1)
#> Daily Volatility 
#> [1] 1
as.volatility(as.variance(.5))
#> Daily Volatility 
#> [1] 0.7071068
as.volatility(0.2, TRUE, 252)
#> Annual Volatility (%) 252 days 
#> [1] 0.2
as.volatility(as.variance(10:30 / 100, TRUE))
#> Annual Volatility (%)  days 
#>  [1] 31.62278 33.16625 34.64102 36.05551 37.41657 38.72983 40.00000 41.23106
#>  [9] 42.42641 43.58899 44.72136 45.82576 46.90416 47.95832 48.98979 50.00000
#> [17] 50.99020 51.96152 52.91503 53.85165 54.77226