Skip to content

Instantly share code, notes, and snippets.

@StuartGordonReid
Created February 5, 2016 22:41
  • Star 1 You must be signed in to star a gist
  • Fork 2 You must be signed in to fork a gist
Star You must be signed in to star a gist
Embed
What would you like to do?
# Plot fifteen asset price paths without stochastic volatility.
charts.PerformanceSummary(returnProcesses(15, t = (252*5),
stochastic.volatility = FALSE),
colorset = seq(1,15))
# Plot fifteen asset price paths with stochastic volatility.
charts.PerformanceSummary(returnProcesses(15, t = (252*5),
stochastic.volatility = TRUE),
colorset = seq(1,15))
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment