Equity-class: Equity Class
In sa-ccr/Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
Equity-class R Documentation
Equity Class
Description
Creates an Equity object
Arguments
Notional
The notional amount of the trade
MTM
The mark-to-market valuation of the trade
Currency
The currency set that the trade belongs to
BuySell
Takes the values of either 'Buy' or 'Sell'
ISIN
the ISIN of the Equity
traded_price
the price that trade was done
Issuer
the issuer of the stock
Value
An object of type Equity
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
tr1 = Equity(external_id="ext1",Notional=10000,MtM=30,Currency="EUR",BuySell='Buy',
traded_price = 10,ISIN = "XS04340432",Issuer='FirmA')
sa-ccr/Trading documentation built on Feb. 23, 2024, 9:26 p.m.
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| Equity-class | R Documentation |
Equity Class
Description
Creates an Equity object
Arguments
Notional |
The notional amount of the trade |
MTM |
The mark-to-market valuation of the trade |
Currency |
The currency set that the trade belongs to |
BuySell |
Takes the values of either 'Buy' or 'Sell' |
ISIN |
the ISIN of the Equity |
traded_price |
the price that trade was done |
Issuer |
the issuer of the stock |
Value
An object of type Equity
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
tr1 = Equity(external_id="ext1",Notional=10000,MtM=30,Currency="EUR",BuySell='Buy',
traded_price = 10,ISIN = "XS04340432",Issuer='FirmA')
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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