CreateTradeGraph: Creates a tree-like structure of a list of trades

View source: R/CreateTradeGraph.R

CreateTradeGraphR Documentation

Creates a tree-like structure of a list of trades

Description

Creates a tree-like structure describing the various hedging sets / risk factors that that the input trades can be broken into

Usage

CreateTradeGraph(trades)

Arguments

trades

The full list of the Trade Objects

Value

A tree structure based on hedging/netting sets and basis/volatility transactions

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>


SACCR documentation built on March 18, 2022, 7:01 p.m.