SelectDerivatives: Select the derivatives out of a trades' list
In Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
View source: R/SelectDerivatives.R
SelectDerivatives R Documentation
Select the derivatives out of a trades' list
Description
Select the derivatives out of a trades' list which will be utilized to calculate the CCR Exposure.
Usage
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. 27, 2022, 1:05 a.m.
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View source: R/SelectDerivatives.R
| SelectDerivatives | R Documentation |
Select the derivatives out of a trades' list
Description
Select the derivatives out of a trades' list which will be utilized to calculate the CCR Exposure.
Usage
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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