CPPI-class: An S4 class for the CPPI hedging strategy
In sleire/etrm: Energy Trading and Risk Management
CPPI-class R Documentation
An S4 class for the CPPI hedging strategy
Description
An S4 class for the CPPI hedging strategy
Slots
RiskFactorThe risk factor (cushion) used in the CPPI model
sleire/etrm documentation built on Feb. 5, 2023, 9:02 a.m.
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| CPPI-class | R Documentation |
An S4 class for the CPPI hedging strategy
Description
An S4 class for the CPPI hedging strategy
Slots
RiskFactorThe risk factor (cushion) used in the CPPI model
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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