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\name{returns}
\alias{returns}
\alias{returns,ANY-method}
\alias{returns,timeSeries-method}
\alias{returns0}
\alias{returnSeries}
\alias{getReturns}
\title{Financial returns}
\description{
Compute financial returns from prices or indexes.
}
\usage{
returns(x, \dots)
returns0(x, \dots)
\S4method{returns}{ANY}(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, \dots)
\S4method{returns}{timeSeries}(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, na.rm = TRUE,
trim = TRUE, \dots)
}
\arguments{
\item{x}{
an object of class \code{timeSeries}.
}
\item{method}{
a character string. Which method should be used to compute the
returns, one of "continuous", "discrete", or "compound", "simple".
The second pair of methods is a synonym for the first two methods.
}
\item{percentage}{
a logical value. By default \code{FALSE}, if \code{TRUE} the series
will be expressed in percentage changes.
}
\item{na.rm}{
a logical value. Should NAs be removed? By default \code{TRUE}.
}
\item{trim}{
a logical value. Should the time series be trimmed? By Default
\code{TRUE}.
}
\item{\dots}{
arguments to be passed.
}
}
\value{
an object of class \code{timeSeries}.
\code{returns0} returns an untrimmed series with the first
row of returns set to zero(s).
}
\note{
The functions \code{returnSeries} and \code{getReturns} will be
removed in the near future. They are synonyms for the function
\code{returns} and their use was discouraged for many years. Just use
\code{returns}.
The function \code{returnSeries} is no longer
exported. \code{getReturns} is exported only because we are waiting
for a package on CRAN to be updated.
}
\seealso{
%\code{\link{returns}},
\code{\link{cumulated}},
\code{\link{drawdowns}},
\code{\link{splits}},
\code{\link{spreads}},
\code{\link{midquotes}},
\code{\link{index2wealth}}
}
\examples{
## Load Microsoft Data -
setRmetricsOptions(myFinCenter = "GMT")
data(MSFT)
X = MSFT[1:10, 1:4]
X
## Continuous Returns -
returns(X)
returns0(X)
## Discrete Returns:
returns(X, method = "discrete")
## Don't trim:
returns(X, trim = FALSE)
## Use Percentage Values:
returns(X, percentage = TRUE, trim = FALSE)
}
\keyword{chron}
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