formatSpreadPrice: format the price of a synthetic instrument
In FinancialInstrument: Financial Instrument Modeling Infrastructure
formatSpreadPrice R Documentation
format the price of a synthetic instrument
Description
Divides the notional spread price by the spread multiplier and rounds prices
to the nearest tick_size.
Usage
formatSpreadPrice(x, multiplier = 1, tick_size = 0.01)
Arguments
x
xts price series
multiplier
numeric multiplier (e.g. 1000 for crack spread to get
from $ to $/bbl)
tick_size
minimum price change of the spread
Value
price series of same length as x
Author(s)
Garrett See
See Also
buildSpread, fn_SpreadBuilder
FinancialInstrument documentation built on Aug. 4, 2026, 5:10 p.m.
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| formatSpreadPrice | R Documentation |
format the price of a synthetic instrument
Description
Divides the notional spread price by the spread multiplier and rounds prices
to the nearest tick_size.
Usage
formatSpreadPrice(x, multiplier = 1, tick_size = 0.01)
Arguments
x |
xts price series |
multiplier |
numeric multiplier (e.g. 1000 for crack spread to get from $ to $/bbl) |
tick_size |
minimum price change of the spread |
Value
price series of same length as x
Author(s)
Garrett See
See Also
buildSpread, fn_SpreadBuilder
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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