Daily Volatility or Variance — daily • oplib

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

Usage

daily(x, ...)

# S3 method for volatility
daily(x, ...)

# S3 method for variance
daily(x, ...)

Arguments

x: an object whose class will determine the method to be dispatched. Volatility or variance, will become daily.
...: further arguments to be passed to the next method.

Value

Same class with daily volatility or variance.

See also

annualize to transform variance or volatility to annual basis.

Examples

daily(annualize(as.variance(.5)))
#> Daily Variance 
#> [1] 0.5
daily(annualize(as.volatility(.25)))
#> Daily Volatility 
#> [1] 0.25