formatSpreadPrice: format the price of a synthetic instrument
In redmode/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
redmode/FinancialInstrument documentation built on May 27, 2019, 4:03 a.m.
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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.
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