Description Usage Arguments Value

View source: R/obpi_strategy.R

Implements OBPI strategy for commodity price risk management

1 2 3 4 5 6 7 8 9 10 11 12 |

`q` |
numeric value for quantity to be hedged, either positive (net buyer) or negative (net seller) |

`tdate` |
date vector with trading days |

`f` |
numeric futures price vector |

`k` |
numeric value for option strike price |

`vol` |
value for volatility |

`r` |
value for interest rate |

`tdays` |
integer assumed number of trading days per year |

`daysleft` |
integer with days left to option expiry |

`tcost` |
numeric transaction costs pr unit |

`int` |
TRUE/ FALSE integer restriction on tradable volume |

instance of the OBPI class

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.