Files in sleire/etrm
Energy Trading and Risk Management
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
NEWS.md
R/cppi_strategy.R
R/data.R
R/dppi_strategy.R
R/etrm-package.R
R/globals.R
R/msfc.R
R/msfc_class.R
R/obpi_strategy.R
R/shpi_strategy.R
R/slpi_strategy.R
R/strategy_classes.R
README.Rmd
README.md
appveyor.yml
cran-comments.md
data/powcal.rda
data/powfutures130513.rda
data/powpriors130513.rda
etrm.Rproj
man/CPPI-class.Rd
man/DPPI-class.Rd
man/GenericStrat-class.Rd
man/MSFC-class.Rd
man/OBPI-class.Rd
man/SHPI-class.Rd
man/SLPI-class.Rd
man/cppi.Rd
man/dppi.Rd
man/etrm-package.Rd
man/figures/README-cal06_obpi_long-1.png
man/figures/README-cal_obpi_short-1.png
man/figures/README-msfc_fut_npri-1.png
man/figures/README-msfc_fut_wpri-1.png
man/figures/README-msfc_spreads_plot-1.png
man/figures/README-powcal_06-1.png
man/figures/README-powcal_prices-1.png
man/figures/README-pressure-1.png
man/figures/README-unnamed-chunk-2-1.png
man/msfc.Rd
man/obpi.Rd
man/plot-GenericStrat-method.Rd
man/plot-MSFC-method.Rd
man/powcal.Rd
man/powfutures130513.Rd
man/powpriors130513.Rd
man/show-GenericStrat-method.Rd
man/show-MSFC-method.Rd
man/shpi.Rd
man/slpi.Rd
man/summary-GenericStrat-method.Rd
man/summary-MSFC-method.Rd
tests/testthat.R
tests/testthat/test-errors.R
vignettes/.gitignore
vignettes/msfc_forward_curve.Rmd
vignettes/portfolio_insurance_strategies.Rmd
