getValue.TFutures: Return value of TFutures contract
In solavrov/fval: Financial instrument valuation
Description
Usage
Arguments
Value
Description
Return value of TFutures contract
Usage
1
getValue.TFutures(fut, futPrice, settlePrice, side = "long")
Arguments
fut
TFutures object
futPrice
TFutures price in percentage
settlePrice
TFutures last settlement price in percentage
side
Side - "long" or "short"
Value
Value in dollars of one contract
solavrov/fval documentation built on May 30, 2019, 4:40 p.m.
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Description Usage Arguments Value
Description
Return value of TFutures contract
Usage
1 | getValue.TFutures(fut, futPrice, settlePrice, side = "long")
|
Arguments
fut |
TFutures object |
futPrice |
TFutures price in percentage |
settlePrice |
TFutures last settlement price in percentage |
side |
Side - "long" or "short" |
Value
Value in dollars of one contract
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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