OBPI-class: An S4 class for the OBPI hedging strategy
In sleire/hedgeR: Energy Trading and Risk Management
OBPI-class R Documentation
An S4 class for the OBPI hedging strategy
Description
An S4 class for the OBPI hedging strategy
Slots
StrikePriceStrike price for the synthetic option hedging
AnnVolAnnualized volatility for the contract to be traded
InterestRateRisk-free rate of interest
TradingDaysThe number of trading days per year
sleire/hedgeR documentation built on Feb. 9, 2023, 9:57 a.m.
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| OBPI-class | R Documentation |
An S4 class for the OBPI hedging strategy
Description
An S4 class for the OBPI hedging strategy
Slots
StrikePriceStrike price for the synthetic option hedging
AnnVolAnnualized volatility for the contract to be traded
InterestRateRisk-free rate of interest
TradingDaysThe number of trading days per year
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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