swapInfo: Commodity Swap details to learn their pricing
In RTL: Risk Tool Library - Trading, Risk, 'Analytics' for Commodities

swapInfo

R Documentation

Commodity Swap details to learn their pricing

Description

Returns dataframe required to price a WTI averaging instrument based on first line settlements.

Usage

swapInfo(
  date = "2023-08-24",
  feed = "CME_NymexFutures_EOD_continuous",
  ticker = "CL",
  contract = "cmewti",
  exchange = "nymex",
  iuser = "x@xyz.com",
  ipassword = "pass",
  output = "all"
)

Arguments

`date`	Character date as of which you want to extract daily settlement and forward values. `character`
`feed`	Feeds for Morningstar getCurve() and getPrice(). `character`
`ticker`	Nymex contract code. `character`
`contract`	Contract code in data(expiry_table). sort(unique(expiry_table$cmdty)) for options. `character`
`exchange`	Exchange code in data(holidaysOil). Defaults to "nymex". `character`
`iuser`	Morningstar user name as character - sourced locally in examples. `character`
`ipassword`	Morningstar user password as character - sourced locally in examples. `character`
`output`	"chart" or "all". `character`

Value

Plot or a list of data frame and plot if output = "all". htmlwidget or list

Author(s)

Philippe Cote

Examples

## Not run: 
swapInfo(
  date = "2020-05-06", feed = "CME_NymexFutures_EOD_continuous",
  ticker = "CL",
  contract = "cmewti", exchange = "nymex",
  iuser = "x@xyz.com", ipassword = "pass", output = "all"
)

## End(Not run)

RTL documentation built on May 29, 2024, 2:26 a.m.