contractr: contractr: a grammar of financial contracts

Description Details Basic Functions Term Functions Author(s) See Also

Description

The contractr package can be used to compose financial contracts in R. Superficially, it may appear that financial contracts exist in huge variety, but in reality almost all are combinations of a few event patterns. contractr has built-in functions for each of these patterns, any of which can be added to contract as a "term" of that contract. Thus:

Details

  1. A contract consists of one or more terms that determine the events that result from the contract.

  2. Term can be added to a contact sequentially using pipes.

Basic Functions

The three main functions in contractr are contract(), draft(), and schedule().

contract() creates an empty contract object. to which terms can be added. draft() fills in the missing elements of a contract given the information already added to the contract or provided separately. Lastly the schedule() function returns the events that result from the contract.

Term Functions

These functions are used to add new terms to the contract and have the naming convention "term_x". For example, term_start() stipulates the start date of the contract.

Author(s)

Maintainer: James Laird-Smith [email protected]

See Also

Useful links:


jameslairdsmith/contractr documentation built on Nov. 5, 2018, 9:40 p.m.