solavrov/fxor: Simulate rabalancing of currency structure with fx options

The package simulates rabalancing of currency structure of two-currency portfolio (eur and usd) with fx options

Getting started

Package details

AuthorStas Lavrov
MaintainerStas Lavrov <lavrovso@cbr.ru>
LicenseFREE
Version0.2.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("solavrov/fxor")
solavrov/fxor documentation built on May 30, 2019, 3:12 p.m.