Man pages for sleire/etrm
Energy Trading and Risk Management in R

cppiConstant Proportion Portfolio Insurance (CPPI)
CPPI-classAn S4 class for the CPPI hedging strategy
dppiDynamic Proportion Portfolio Insurance (DPPI)
DPPI-classAn S4 class for the DPPI hedging strategy
GenericStrat-classAn S4 VIRTUAL parent class for the hedging strategy classes...
msfcMaximum Smoothness Forward Curve (MSFC)
MSFC-classAn S4 class for the Maximum Smoothness Forward Curve (MSFC)...
obpiOption Based Portfolio Insurance (OBPI)
OBPI-classAn S4 class for the OBPI hedging strategy
plot-GenericStrat-methodS4 method for the plot generic
plot-MSFC-methodS4 method for the plot generic
powcalHistorical daily closing prices for 11 calendar year power...
powfutures130513Closing prices for power futures contracts at trading date...
powfutures140909Closing prices for power futures contracts at trading date...
show-GenericStrat-methodS4 method for the show generic
show-MSFC-methodS4 method for the show generic
shpiStep Hedge Portfolio Insurance (SHPI)
SHPI-classAn S4 class for the SHPI hedging strategy
slpiStop Loss Portfolio Insurance (SLPI)
SLPI-classAn S4 class for the SLPI hedging strategy
spreads161230Closing prices for spread contracts at trading date...
summary-GenericStrat-methodS4 method for the summary generic
summary-MSFC-methodS4 method for the summary generic
sleire/etrm documentation built on Sept. 27, 2020, 5:40 p.m.