TFutures: Constructor of T-bond-note futures contract
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Attributes:
$name - name as you wish
$ticker - ticker like TYU7 etc
$notional - notional amount of futures
$deliveryDate - Last delivery date that is supposed to be an accual delivary date
$ctd - Ceapest-to-deliver Bond object
Usage
1
Arguments
ticker
Bloomberg ticker like TYU7 etc (can be a vector)
ctdFile
Name of ctd data file (can be a vector)
dateFormat
File date format from lubridate package i.e. "dmy", "mdy" etc
Value
TFutures object
solavrov/fval documentation built on May 30, 2019, 4:40 p.m.
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.
Description Usage Arguments Value
Description
Attributes: $name - name as you wish $ticker - ticker like TYU7 etc $notional - notional amount of futures $deliveryDate - Last delivery date that is supposed to be an accual delivary date $ctd - Ceapest-to-deliver Bond object
Usage
1 |
Arguments
ticker |
Bloomberg ticker like TYU7 etc (can be a vector) |
ctdFile |
Name of ctd data file (can be a vector) |
dateFormat |
File date format from lubridate package i.e. "dmy", "mdy" etc |
Value
TFutures object
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.
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.