CalcEQPos: Calculates Equivalent Positions Based on an Outright...
In helenristov/aCompiler: What the package does (short line)
Description
Usage
Arguments
Author(s)
Description
Calculates EQ Pos for Pre-Selected Contract Types
Usage
1
Arguments
cov
Outright covariance matrix to be used in the variance calculations
pos
A vector of outright positions for which we wish to know the equivalent positions.
types
Types of combinations to be calculated from the outright covariance matrix.
Author(s)
Nicholas Dregne and Helena Ristov
helenristov/aCompiler documentation built on May 3, 2019, 9:40 p.m.
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Description Usage Arguments Author(s)
Description
Calculates EQ Pos for Pre-Selected Contract Types
Usage
1 |
Arguments
cov |
Outright covariance matrix to be used in the variance calculations |
pos |
A vector of outright positions for which we wish to know the equivalent positions. |
types |
Types of combinations to be calculated from the outright covariance matrix. |
Author(s)
Nicholas Dregne and Helena Ristov
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.
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