DPPI-class: An S4 class for the DPPI hedging strategy
In sleire/hedgeR: Energy Trading and Risk Management
DPPI-class R Documentation
An S4 class for the DPPI hedging strategy
Description
An S4 class for the DPPI hedging strategy
Slots
TargetPercentA percentage of first trading day's market price used to set target price (cap or floor)
RiskFactorThe risk factor (cushion) used in the DPPI model
sleire/hedgeR documentation built on Feb. 9, 2023, 9:57 a.m.
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| DPPI-class | R Documentation |
An S4 class for the DPPI hedging strategy
Description
An S4 class for the DPPI hedging strategy
Slots
TargetPercentA percentage of first trading day's market price used to set target price (cap or floor)
RiskFactorThe risk factor (cushion) used in the DPPI 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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