| bond | Bond pricing |
| chart_eia_sd | EIA weekly supply-demand information by product group |
| chart_eia_steo | EIA Short Term Energy Outlook |
| chart_fwd_curves | Plots historical forward curves |
| chart_pairs | Pairwise scatter plots for timeseries |
| chart_PerfSummary | Cumulative performance and drawdown summary. |
| chart_spreads | Futures contract spreads comparison across years |
| chart_zscore | Z-Score applied to seasonal data divergence |
| cma | metadata for WTI CMA |
| CRReuro | Cox-Ross-Rubinstein binomial option model |
| CRROption | Cox-Ross-Rubinstein Option Pricing Model |
| crudeOil | dataset: crude assays |
| cushing | dataset: WTI Cushing Futures and storage utilization |
| dflong | dataset: commodity prices in a long dataframe format |
| dfwide | dataset: commodity prices in a wide dataframe format |
| efficientFrontier | Markowitz Efficient Frontier |
| eia2tidy | EIA API call with tidy output |
| eia2tidy_all | EIA API multiple calls with tidy output |
| eiaStocks | dataset: EIA weekly stocks |
| eiaStorageCap | dataset: EIA working storage capacity |
| eurodollar | dataset: Eurodollar futures contracts |
| expiry_table | dataset: expiry of common commodity futures contract. |
| fitOU | Fits a Ornstein–Uhlenbeck process to a dataset |
| fizdiffs | dataset: randomised physical crude differentials |
| futuresRef | dataset: futures contracts metadata |
| fxfwd | dataset: USDCAD FX forward rates |
| garch | Wrapper for a Garch(1,1) returning either a plot or data. |
| GBSOption | Generalized Black-Scholes (GBS) Option Pricing Model |
| getBoC | Bank of Canada Valet API |
| getCurve | Morningstar Commodities API forward curves |
| getGenscapePipeOil | Genscape API call for oil pipelines |
| getGenscapeStorageOil | Genscape API call for oil storage |
| getGIS | Extract and convert GIS data from a URL |
| getPrice | Morningstar Commodities API single call |
| getPrices | Morningstar Commodities API multiple calls |
| holidaysOil | dataset: NYMEX and ICE holiday calendars |
| npv | NPV |
| ohlc | dataset: randomiser to convert settlement into OHLC |
| pipe | Pipe operator |
| planets | dataset: IR compounding |
| promptBeta | Computes betas of futures contracts with respect to the 1st... |
| refineryLP | LP model for refinery optimization |
| refineryLPdata | dataset: refinery LP model sample inputs and outputs |
| returns | Compute absolute, relative or log returns. |
| rolladjust | Adjusts daily returns for futures contracts roll |
| RTL-package | RTL: Risk Tool Library - Trading, Risk, 'Analytics' for... |
| simGBM | GBM process simulation |
| simMultivariates | Multivariate normal from historical dataset |
| simOU | OU process simulation |
| simOUJ | OUJ process simulation |
| simOUt | OU process simulation |
| spot2futConvergence | dataset: spot to futures convergence |
| spot2futCurve | dataset: spot to futures convergence curve |
| steo | dataset: EIA Short Term Energy Outlook |
| stocks | dataset: Yahoo Finance data sets |
| swapCOM | Commodity Calendar Month Average Swaps |
| swapFutWeight | Commodity Calendar Month Average Swap futures weights |
| swapInfo | Commodity Swap details to learn their pricing |
| swapIRS | Interest Rate Swap |
| tickers_eia | datasest: metadata of key EIA tickers grouped by products. |
| tradeCycle | dataset: Canadian and US physical crude trading calendars |
| tradeHubs | dataset: GIS locations for crude oil trading hubs |
| tradeprocess | dataset: data for teaching the various ways to monetize a... |
| tradeStats | Risk-reward statistics for quant trading |
| tradeStrategyDY | Sample quantitative trading strategy |
| tradeStrategySMA | Sample quantitative trading strategy |
| tsQuotes | dataset: interest rate curve data for RQuantlib . |
| usSwapCurves | dataset: US bootstrapped interest rate curve. |
| usSwapCurvesPar | dataset: US bootstrapped interest rate curve parallel sample. |
| wtiSwap | dataset: WTI Calendar Month Average Swap pricing data |
