DPPI-class: An S4 class for the DPPI hedging strategy
In etrm: Energy Trading and Risk Management
Description
An S4 class for the DPPI hedging strategy
Slots
TargetPercentA percentage of first trading day's market price used to set target price (cap or floor)
RiskFactorThe risk factor (cushion) used in the DPPI model
etrm documentation built on June 23, 2021, 9:09 a.m.
R Package Documentation
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Description
An S4 class for the DPPI hedging strategy
Slots
TargetPercentA percentage of first trading day's market price used to set target price (cap or floor)
RiskFactorThe risk factor (cushion) used in the DPPI 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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