Description Usage Arguments Author(s) See Also Examples
Visualization of historical commodity futures prices and
remaining time to maturity. This function is intended to be fed with
the futures data contained in this package (see
futures-data
).
1 | futuresplot(futures, type = c("forward.curve", "ttm"), ...)
|
futures |
A |
type |
What shall be plotted. |
... |
Optional arguments passed to |
Philipp Erb, David Luethi, Juri Hinz
1 2 3 4 5 6 7 8 9 | # data(futures)
#
# ## Plot time to maturity of corn data
# futuresplot(futures$corn, type = "ttm")
#
# ## Plot forward curves of wheat data since Jan 2010
# wheat.2010 <- lapply(futures$wheat,
# function(x)x[as.Date(rownames(x)) > "2010-01-01",])
# futuresplot(wheat.2010, type = "forward.curve")
|
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