Man pages for sleire/etrm
Energy Trading and Risk Management
| 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 |
| etrm-package | etrm: Energy Trading and Risk Management |
| 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 for portfolio insurance... |
| plot-MSFC-method | S4 method for the plot generic for class "MSFC" |
| powcal | Historical daily closing prices for 11 calendar year power... |
| powfutures130513 | Closing prices for power futures contracts at trading date... |
| powpriors130513 | Example priors at trading date 2015-05-13 |
| show-GenericStrat-method | S4 method for the show generic for portfolio insurance... |
| show-MSFC-method | S4 method for the show generic for class "MSFC" |
| 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 for portfolio insurance... |
| summary-MSFC-method | S4 method for the summary generic for class "MSFC" |
