CPPI-class: An S4 class for the CPPI hedging strategy
In etrm: Energy Trading and Risk Management
Description
An S4 class for the CPPI hedging strategy
Slots
RiskFactorThe risk factor (cushion) used in the CPPI model
etrm documentation built on June 23, 2021, 9:09 a.m.
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Description
An S4 class for the CPPI hedging strategy
Slots
RiskFactorThe risk factor (cushion) used in the CPPI model
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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