Good evening all, I have PnL data in EUR that i want use for ES, VaR calculationw/reports, as described in the documentation.
I have read the PerformanceAnalytics guideline, searched on SO but i do not find a solution that works for me. Any suggestion or indication where i should look would be very appreciated!! Have a nice evening!! Regards Johan _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
