chart_fwd_curves: 'chart_fwd_curves'

Description Usage Arguments Value Author(s) Examples

View source: R/chart_fwd_curves.R

Description

Returns a plot of forward curves through time

Usage

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chart_fwd_curves(df = dfwide, cmdty = "cmewti", weekly = FALSE, ...)

Arguments

df

Wide dataframe with date column and multiple series columns (multivariate)

cmdty

Futures contract code in expiry_table object: unique(expiry_table$cmdty)

weekly

TRUE if you want weekly forward curves

...

other graphical parameters

Value

plot of forward curves through time

Author(s)

Philippe Cote

Examples

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## Not run: 
df <- dfwide %>% dplyr::select(date, dplyr::starts_with("CL"))
chart_fwd_curves(df = df,cmdty = "cmewti",weekly = TRUE,
main="WTI Forward Curves",ylab="$ per bbl",xlab="",cex=2)

## End(Not run)

RTL documentation built on June 12, 2021, 5:06 p.m.