GenericStrat-class: An S4 VIRTUAL parent class for the hedging strategy classes...
In sleire/etrm: Energy Trading and Risk Management
GenericStrat-class R Documentation
An S4 VIRTUAL parent class for the hedging strategy classes in etrm
Description
An S4 VIRTUAL parent class for the hedging strategy classes in etrm
Slots
NameA string with the portfolio insurance strategy name
VolumeThe quantity to be hedged
TargetPriceThe target price(s) for the portfolio (cap or floor)
TransCostTransaction costs pr unit traded
TradeisIntTUE/FALSE integer restriction on tradable volume, TRUE sets smallest transacted unit to 1
ResultsData frame with strategy results, daily values for market price, transactions, exposure, position, hedge and portfolio price
sleire/etrm documentation built on Feb. 5, 2023, 9:02 a.m.
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| GenericStrat-class | R Documentation |
An S4 VIRTUAL parent class for the hedging strategy classes in etrm
Description
An S4 VIRTUAL parent class for the hedging strategy classes in etrm
Slots
NameA string with the portfolio insurance strategy name
VolumeThe quantity to be hedged
TargetPriceThe target price(s) for the portfolio (cap or floor)
TransCostTransaction costs pr unit traded
TradeisIntTUE/FALSE integer restriction on tradable volume, TRUE sets smallest transacted unit to 1
ResultsData frame with strategy results, daily values for market price, transactions, exposure, position, hedge and portfolio price
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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