Energy Trading and Risk Management in R

cppi | Constant Proportion Portfolio Insurance (CPPI) |

CPPI-class | An S4 class for the CPPI hedging strategy |

dppi | Dynamic Proportion Portfolio Insurance (DPPI) |

DPPI-class | An S4 class for the DPPI hedging strategy |

GenericStrat-class | An S4 VIRTUAL parent class for the hedging strategy classes... |

msfc | Maximum Smoothness Forward Curve (MSFC) |

MSFC-class | An S4 class for the Maximum Smoothness Forward Curve (MSFC)... |

obpi | Option Based Portfolio Insurance (OBPI) |

OBPI-class | An S4 class for the OBPI hedging strategy |

plot-GenericStrat-method | S4 method for the plot generic |

plot-MSFC-method | S4 method for the plot generic |

show-GenericStrat-method | S4 method for the show generic |

show-MSFC-method | S4 method for the show generic |

shpi | Step Hedge Portfolio Insurance (SHPI) |

SHPI-class | An S4 class for the SHPI hedging strategy |

slpi | Stop Loss Portfolio Insurance (SLPI) |

SLPI-class | An S4 class for the SLPI hedging strategy |

summary-GenericStrat-method | S4 method for the summary generic |

summary-MSFC-method | S4 method for the summary generic |

VBPI-class | An S4 class for the VBPI hedging strategy |

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