View source: R/rd_custominstruments.r
CustomInstrumentUDCBuilder | R Documentation |
Build a user defined continuation object for a custom instrument
CustomInstrumentUDCBuilder(root, rollover, spreadAdjustment)
root |
CC or CL |
rollover |
volume based or day based |
spreadAdjustment |
arithmetic or percentage |
object with user defined continuation
[rd_ManageCustomInstruments()]
## Not run:
# no example cause function not implemented yet
## End(Not run)
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