Closed ejardim closed 10 years ago
Not really ... lengths are tricky, in particular when mixed with seasons because recruitment can happen at any season(s). Decision was to avoid computing F. It will be NA and the user will have to know what to do with it.
The application of l2a with simulations to all quants in a stock can generate inconsistent F,N,C . Converting 2 of these 3 and computing the third could sort out this problem