Man pages for RTL
Risk Tool Library - Trading, Risk, 'Analytics' for Commodities

bondBond pricing
chart_eia_sdEIA weekly supply-demand information by product group
chart_eia_steoEIA Short Term Energy Outlook
chart_fwd_curvesPlots historical forward curves
chart_pairsPairwise scatter plots for timeseries
chart_PerfSummaryCumulative performance and drawdown summary.
chart_spreadsFutures contract spreads comparison across years
chart_zscoreZ-Score applied to seasonal data divergence
cmametadata for WTI CMA
CRReuroCox-Ross-Rubinstein binomial option model
crudeOildataset: crude assays
cushingdataset: WTI Cushing Futures and storage utilization
dflongdataset: commodity prices in a long dataframe format
dfwidedataset: commodity prices in a wide dataframe format
efficientFrontierMarkowitz Efficient Frontier
eia2tidyEIA API call with tidy output
eia2tidy_allEIA API multiple calls with tidy output
eiaStocksdataset: EIA weekly stocks
eiaStorageCapdataset: EIA working storage capacity
eurodollardataset: Eurodollar futures contracts
expiry_tabledataset: expiry of common commodity futures contract.
fitOUFits a Ornstein–Uhlenbeck process to a dataset
fizdiffsdataset: randomised physical crude differentials
futuresRefdataset: futures contracts metadata
fxfwddataset: USDCAD FX forward rates
garchWrapper for a Garch(1,1) returning either a plot or data.
getBoCBank of Canada Valet API
getCurveMorningstar Commodities API forward curves
getGenscapePipeOilGenscape API call for oil pipelines
getGenscapeStorageOilGenscape API call for oil storage
getGISExtract and convert GIS data from a URL
getPriceMorningstar Commodities API single call
getPricesMorningstar Commodities API multiple calls
holidaysOildataset: NYMEX and ICE holiday calendars
ohlcdataset: randomiser to convert settlement into OHLC
pipePipe operator
planetsdataset: IR compounding
promptBetaComputes betas of futures contracts with respect to the 1st...
refineryLPLP model for refinery optimization
refineryLPdatadataset: refinery LP model sample inputs and outputs
returnsCompute absolute, relative or log returns.
rolladjustAdjusts daily returns for futures contracts roll
RTL-packageRTL: Risk Tool Library - Trading, Risk, 'Analytics' for...
simGBMGBM process simulation
simMultivariatesMultivariate normal from historical dataset
simOUOU process simulation
simOUJOUJ process simulation
simOUtOU process simulation
spot2futConvergencedataset: spot to futures convergence
spot2futCurvedataset: spot to futures convergence curve
steodataset: EIA Short Term Energy Outlook
stocksdataset: Yahoo Finance data sets
swapCOMCommodity Calendar Month Average Swaps
swapFutWeightCommodity Calendar Month Average Swap futures weights
swapInfoCommodity Swap details to learn their pricing
swapIRSInterest Rate Swap
tickers_eiadatasest: metadata of key EIA tickers grouped by products.
tradeCycledataset: Canadian and US physical crude trading calendars
tradeHubsdataset: GIS locations for crude oil trading hubs
tradeprocessdataset: data for teaching the various ways to monetize a...
tradeStatsRisk-reward statistics for quant trading
tradeStrategyDYSample quantitative trading strategy
tradeStrategySMASample quantitative trading strategy
tsQuotesdataset: interest rate curve data for RQuantlib .
usSwapCurvesdataset: US bootstrapped interest rate curve.
usSwapCurvesPardataset: US bootstrapped interest rate curve parallel sample.
wtiSwapdataset: WTI Calendar Month Average Swap pricing data
RTL documentation built on Oct. 21, 2023, 1:06 a.m.