EquityIndexFuture-class: Equity Index Future Class
In Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
EquityIndexFuture-class R Documentation
Equity Index Future Class
Description
Creates an Equity Index Future object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Arguments
Notional
The notional amount of the trade
MTM
The mark-to-market valuation of the trade
Currency
The currency set that the trade belongs to
Si
The number of years that the trade will take to start (zero if already started)
Ei
The number of years that the trade will expire
BuySell
Takes the values of either 'Buy' or 'Sell'
traded_price
the price that trade was done
Value
An object of type EquityIndexFuture
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
example_trades = ParseTrades()
Equity_Index_Future_trade = example_trades[[18]]
Trading documentation built on Feb. 13, 2024, 3 a.m.
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| EquityIndexFuture-class | R Documentation |
Equity Index Future Class
Description
Creates an Equity Index Future object with the relevant info needed to calculate the Exposure-at-Default (EAD)
Arguments
Notional |
The notional amount of the trade |
MTM |
The mark-to-market valuation of the trade |
Currency |
The currency set that the trade belongs to |
Si |
The number of years that the trade will take to start (zero if already started) |
Ei |
The number of years that the trade will expire |
BuySell |
Takes the values of either 'Buy' or 'Sell' |
traded_price |
the price that trade was done |
Value
An object of type EquityIndexFuture
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
example_trades = ParseTrades()
Equity_Index_Future_trade = example_trades[[18]]
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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