Parse trades through a .csv file.

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Description

Parse trades through a .csv file. In case no file name is given, an example file is automatically loaded containing trades corresponding to Basel's SA-CCR regulation (the example trades file can be found on the extdata folder in the installation library path)

Usage

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ParseTrades(csvfilename)

Arguments

csvfilename

the name of csv file containing the trades

Value

A list of trades

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>

Examples

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## calling ParseTrades() without an argument loads a test file containing all
## the different trade types supported
example_trades = ParseTrades()