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#' Creates a Collateral amount object which needs to be linked with a CSA ID
#' @title Collateral Class
#' @param ID The ID of each object
#' @param Amount The collateral amount
#' @param csa_id The csa_id that this object is linked with
#' @param type Describes the type of the collateral: can be "ICA", "VariationMargin" etc
#' @return An object of type Collateral
#' @export
#' @author Tasos Grivas <tasos@@openriskcalculator.com>
#' @references Basel Committee: The standardised approach for measuring counterparty credit risk exposures
#' http://www.bis.org/publ/bcbs279.htm
#' @examples
#'
#'
#' colls = list()
#'coll_raw = read.csv(system.file("extdata", "coll.csv", package = "Trading"),header=TRUE,
#'stringsAsFactors = FALSE)
#'
#'for(i in 1:nrow(coll_raw))
#'{
#' colls[[i]] = Collateral()
#' colls[[i]]$PopulateViaCSV(coll_raw[i,])
#'}
Collateral = setRefClass("Collateral",
fields = list(ID = "character",
Amount = "numeric",
csa_id = "character",
type = "character"
),
methods = list(
PopulateViaCSV = function(coll_raw)
{
if(missing(coll_raw))
{
raw_data <- read.csv(system.file("extdata", 'coll.csv', package = "Trading"))
}else
{
raw_data <- coll_raw
}
non_numeric= c("csa_id","type","TradeGroups","ID")
names_raw_data = names(raw_data)
for(i in 1:length(names_raw_data))
{
if(names_raw_data[i] %in% non_numeric) {
temp_value = paste0("'",as.character(eval(parse(text=paste0("raw_data$",names_raw_data[i])))),"'")
}else
{ temp_value = as.numeric(eval(parse(text=paste0("raw_data$",names_raw_data[i]))))}
eval(parse(text=paste(names_raw_data[i],"<<-",temp_value)))
}
}
)
)
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