ParseTrades: Parse trades through a .csv file.
In Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies
ParseTrades R Documentation
Parse trades through a .csv file.
Description
Parse trades through a .csv file. In case no file name is given, an example file is automatically loaded containing trades corresponding to Basel's SA-CCR regulation (the example trades file can be found on the extdata folder in the installation library path)
Usage
ParseTrades(csvfilename)
Arguments
csvfilename
the name of csv file containing the trades
Value
A list of trades
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
## calling ParseTrades() without an argument loads a test file containing all
## the different trade types supported
example_trades = ParseTrades()
Trading documentation built on Feb. 13, 2024, 3 a.m.
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| ParseTrades | R Documentation |
Parse trades through a .csv file.
Description
Parse trades through a .csv file. In case no file name is given, an example file is automatically loaded containing trades corresponding to Basel's SA-CCR regulation (the example trades file can be found on the extdata folder in the installation library path)
Usage
ParseTrades(csvfilename)
Arguments
csvfilename |
the name of csv file containing the trades |
Value
A list of trades
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
Examples
## calling ParseTrades() without an argument loads a test file containing all
## the different trade types supported
example_trades = ParseTrades()
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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