[R-SIG-Finance] [R-sig-finance] quantmod: dailyReturn on a list of variables

[patzoul]

I run the following code:
myAssets <- c("STOXX50E", "GSPC", "N225")
nbAssets <- NROW(myAssets)
myIndices <- paste("^", myAssets, sep="")
getSymbols(myIndices)

I would then like to apply the dailyReturn function on the 3 sets of data
that I loaded.

If I do dailyReturn(myAssets[1]) I get an error message.

What do I need to change?



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