Hi Ilya, There is a reference in the code about how is implemented the Ulcer Index.
It is here also: http://www.tangotools.com/ui/ui.htm Farid. _______________________________________________ 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.
