\name{cumulated} \title{Cumulated Time Series from Returns} \alias{cumulated} \alias{cumulated.default} \description{ Compute cumulated financial series, e.g. prices or indexes, from financial returns. } \usage{ cumulated(x, \dots) \method{cumulated}{default}(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, \dots) } \arguments{ \item{method}{ a character string naming the method how the returns were computed. } \item{percentage}{ a logical value. By default \code{FALSE}, if \code{TRUE} the series will be expressed in percentage changes. } \item{x}{ an object of class \code{timeSeries}. } \item{\dots}{ arguments to be passed. } } \value{ all functions return a time series object of the same class as the input argument \code{x}. } \examples{ ## data - # Microsoft Data: myFinCenter <<- "GMT" MSFT = as.timeSeries(data(msft.dat))[1:10, "Close"] MSFT ## cumulated - # Index series to 100: MSFT = 100 * MSFT/MSFT@Data[1,1] MSFT MSFT.RET = returns(MSFT, method = "discrete") cumulated(MSFT.RET, method = "discrete") } \keyword{chron}