Description Usage Arguments Value Author(s) References
View source: R/HandleBasisVol.R
Receives a list of trades and splits them according to being basis, volatility or 'normal' transactions
1 | HandleBasisVol(trades)
|
trades |
The full list of the Trade Objects |
A list depicting which trade IDs fall under each hedging set.
Tasos Grivas <tasos@openriskcalculator.com>
Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj
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