plot-GenericStrat-method function

S4 method for the plot generic for portfolio insurance strategy classes

S4 method for the plot generic for portfolio insurance strategy classes

## S4 method for signature 'GenericStrat' plot( x, y = NULL, title = "Strategy plot", xlab = "", ylab.1 = "Price", ylab.2 = "Hedge %", pcols = c("#F8766D", "steelblue3", "gray60", "gray80"), legend = "bottom" )

Arguments

  • x: instance of the strategy class created by the corresponding strategy function
  • y: NULL
  • title: plot title
  • xlab: label for x-axis
  • ylab.1: label for y-axis on price plot in top panel
  • ylab.2: label for y-axis on hedge plot in bottom panel
  • pcols: vector with four color codes for plot
  • legend: legend position in c("top", "bottom")

Returns

a two-panel chart with daily values for (top panel) target price, market price and portfolio price and (bottom) portfolio hedge rate

  • Maintainer: Anders D. Sleire
  • License: MIT + file LICENSE
  • Last published: 2021-06-23

Useful links