library(RQuantLib)
apr = function(price0 = price0,
pricet = pricet,
date0,
datet,
calendar){
days = businessDaysBetween(calender,from = date0, to = datet)
annual_r = (((pricet-price0)/price0)^(1/days))^365 - 1
return(annual_r)
}
apr(price0 = 166, pricet = 183.5,date0 = as.Date('2021-01-01'),datet = as.Date('2021-02-15'), calendar = 'UnitedStates/NYSE')
apr
apr(price0 = 166, pricet = 183.5,date0 = as.Date('2021-01-01'),datet = as.Date('2021-02-15'), calendar = 'UnitedStates/NYSE')
Error in businessDaysBetween(calender, from = date0, to = datet) :
object 'calender' not found
想请位帮忙看一下出了什么问题?
这里是计算两个日期间的收益率,并把它转化成年收益率,这里引入了一个RQuantLib的包,因此自带了一个businessDaysBetween,但是运行之后却说object not found.