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
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
summary-GenericStrat-methodS4 method for the summary generic
summary-MSFC-methodS4 method for the summary generic
VBPI-classAn S4 class for the VBPI hedging strategy
sleire/etrm documentation built on Nov. 9, 2017, 11 a.m.