avg_net_position: Average Net Position

In BoC-PaymentsResearch/CPMI_stats: CPMI Proposed Liqudity Efficiency Measures

Description

Average Net Position

Usage

avg_net_position(participant, payments, debit, t_start = NULL,
  t_end = NULL)

Arguments

participant	character value, Identifying code of the payments system participant
payments	dataframe value, payments data
debit	logical value, if this value is TRUE then the net debit position is calculated. If FALSE then the net credit position is calculated.
t_start	character value, First time in the day when payments are sent. Format is HH:MM:SS (ex. 03:09:23) Defaults to NULL, taking the time of the first payment in the data as it's value.
t_end	character value, Last time in the day when payments are sent. Format is HH:MM:SS (ex. 03:09:23) Defaults to NULL, taking the time of the last payment in the data as it's value.

Details

Assumes that the payments data file has the form: ID, date, time, value, from, to

Value

dataframe structure, The average net debit/credit position of the given participant

BoC-PaymentsResearch/CPMI_stats documentation built on May 13, 2019, 1:14 p.m.