Convert returns to prices
[TickSeries,TickTimes] = ...
ret2price(RetSeries,StartPrice,RetIntervals,StartTime,Method)
[TickSeries,TickTimes] = ...
generates
price series for the specified assets, given the asset starting prices
and the return observations for each asset.
ret2price(RetSeries,StartPrice,RetIntervals,StartTime,Method)
RetSeries | Time series array of returns.
|
StartPrice | A |
RetIntervals | A |
StartTime | (optional) Scalar starting time for the first observation,
applied to the price series of all assets. The default is |
Method | Character vector indicating the compounding method used
to compute asset returns. If |
| Array of asset prices:
|
| A |