SelectDerivatives: Select the derivatives out of a trades' list

Description Usage Arguments Value Author(s) References

View source: R/SelectDerivatives.R

Description

Select the derivatives out of a trades' list which will be utilized to calculate the CCR Exposure.

Usage

1
SelectDerivatives(trades_list)

Arguments

trades_list

the file holding the trades of the portfolio

Value

The derivatives out of a trades' list

Author(s)

Tasos Grivas <info@openriskcalculator.com>

References

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj


Trading documentation built on Aug. 12, 2020, 5:08 p.m.