formatSpreadPrice: format the price of a synthetic instrument
In braverock/FinancialInstrument: Financial Instrument Model Infrastructure for R
Description
Usage
Arguments
Value
Author(s)
See Also
Description
Divides the notional spread price by the spread multiplier and rounds prices
to the nearest tick_size.
Usage
1
formatSpreadPrice(x, multiplier = 1, tick_size = 0.01)
Arguments
x
xts price series
multiplier
numeric multiplier (e.g. 1000 for crack spread to get
from $ to $/bbl)
tick_size
minimum price change of the spread
Value
price series of same length as x
Author(s)
Garrett See
See Also
braverock/FinancialInstrument documentation built on May 13, 2019, 2:32 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 Usage Arguments Value Author(s) See Also
Description
Divides the notional spread price by the spread multiplier and rounds prices
to the nearest tick_size.
Usage
1 | formatSpreadPrice(x, multiplier = 1, tick_size = 0.01)
|
Arguments
x |
xts price series |
multiplier |
numeric multiplier (e.g. 1000 for crack spread to get from $ to $/bbl) |
tick_size |
minimum price change of the spread |
Value
price series of same length as x
Author(s)
Garrett See
See Also
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.