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

bondBond pricing
cancrudeassaysData for Canadian crude assays reported by Crude Monitor
cancrudeassayssumSummarized data for Canadian crude assays
cancrudepricesRandomized data for Canadian crude 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
CRReuroCox-Ross-Rubinstein binomial option model
crudeassaysBPData for BP crude assays
crudeassaysXOMData for ExxonMobil crude assays
crudesData for crude assays of 50+ types of crude oil.
dflongData for commodity prices in a long dataframe format
dfwideData for commodity prices in a wide dataframe format
distdescplotSummary of distribution properties of a timeseries
efficientFrontierMarkowitz Efficient Frontier
eia2tidyEIA API call with tidy output
eiaStocksData for EIA weekly stocks
eiaStorageCapData for working storage capacity in the US
eurodollarData for Eurodollar futures contracts
expiry_tableMetadata for expiry of common commodity futures contract.
fitOUFits a Ornstein–Uhlenbeck process to a dataset
fizdiffsRandomized data of physical crude differentials
fxfwdData for USDCAD FX forward rates
garchWrapper for a Garch(1,1) returning either a plot or data.
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
holidaysOilMetadata for NYMEX and ICE holiday calendars
pipePipe operator
planetsData for IR compounding exercises
promptBetaComputes betas of futures contracts with respect to the 1st...
refineryLPLP model for refinery optimization
ref.opt.inputsMetadata for teaching refinery optimization using a LP model...
ref.opt.outputsMetadata for teaching refinery optimization using a LP model...
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
spot2futConvergenceData for spot to futures convergence - historical data
spot2futCurveData for spot to futures convergence - forward curve
spySample SPY ETF data set
swapCOMCommodity Calendar Month Average Swaps
swapFutWeightCommodity Calendar Month Average Swap futures weights
swapInfoCommodity Swap details to learn their pricing
swapIRSInterest Rate Swap
tickers_eiaMetadata of key EIA tickers grouped by products.
tradeCycleData for Canadian and US physical crude trading calendars
tradeHubsGIS Data for Crude Oil Trading Hubs
tradeprocessData for teaching the various ways to monetize a market call.
tradeStatsRisk-reward statistics for quant trading
tsQuotesInterest Rate Curve Data for RQuantlib .
usSwapCurvesData for US interest rate discounting using zero rates curve.
usSwapCurvesParData for US interest rate discounting using zero rates...
wtiSwapData for WTI Calendar Month Average Swap pricing
RTL documentation built on June 17, 2022, 5:06 p.m.