Calc.Sweep.Vol.Per: Calculate the Inflation Factor From Market Sweeps.
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Calculate the Inflation Factor From Market Sweeps.
Usage
1
Calc.Sweep.Vol.Per(contract, start, end, book.per, Limit, VML)
Arguments
contract
Contract to get sweep inflation factor.
start
Start Date for analytical period.
end
End Date for analytical period
book.per
Percentile of book size that is considered liquid.
Author(s)
Helen Ristov and Nic Dregne
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.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 Author(s)
Description
Calculate the Inflation Factor From Market Sweeps.
Usage
1 | Calc.Sweep.Vol.Per(contract, start, end, book.per, Limit, VML)
|
Arguments
contract |
Contract to get sweep inflation factor. |
start |
Start Date for analytical period. |
end |
End Date for analytical period |
book.per |
Percentile of book size that is considered liquid. |
Author(s)
Helen Ristov and Nic Dregne
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.