OBPI-class: An S4 class for the OBPI hedging strategy
In etrm: Energy Trading and Risk Management
Description
An S4 class for the OBPI hedging strategy
Slots
StrikePriceStrike price for the synthetic option hedging
AnnVolAnnualized volatility for the contract to be traded
InterestRateRisk-free rate of interest
TradingDaysThe number of trading days per year
etrm documentation built on June 23, 2021, 9:09 a.m.
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.
Description
An S4 class for the OBPI hedging strategy
Slots
StrikePriceStrike price for the synthetic option hedging
AnnVolAnnualized volatility for the contract to be traded
InterestRateRisk-free rate of interest
TradingDaysThe number of trading days per year
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.