CommSwap-class: Commodity Swap Class
In Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
CommSwap-class R Documentation
Commodity Swap Class
Description
Creates a Commodity Swap Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Value
An object of type CommSwap
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
Basel Committee: The standardised approach for measuring counterparty credit risk exposures
http://www.bis.org/publ/bcbs279.htm
Trading documentation built on Feb. 13, 2024, 3 a.m.
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| CommSwap-class | R Documentation |
Commodity Swap Class
Description
Creates a Commodity Swap Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Value
An object of type CommSwap
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
Basel Committee: The standardised approach for measuring counterparty credit risk exposures http://www.bis.org/publ/bcbs279.htm
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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