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#' Creates a Commodity Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
#' @title Commodity Class
#' @include Trade.R
#' @param Notional The notional amount of the trade
#' @param MTM The mark-to-market valuation of the trade
#' @param Currency The currency set that the trade belongs to
#' @param Si The number of years that the trade will take to start (zero if already started)
#' @param BuySell Takes the values of either 'Buy' or 'Sell'
#' @param commodity_type Takes the values of 'Oil/Gas','Silver','Electricity' etc.
#' @return An object of type Commodity
#' @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
#'
#'
#' tr1 = Commodity(Notional=10000,MtM=-50,
#' BuySell='Buy',SubClass='Energy',commodity_type='Oil')
Commodity = setRefClass("Commodity",
fields = list(commodity_type = 'character'
),
contains="Trade",
methods = list(
initialize = function(...){
callSuper(...,TradeGroup='Commodity')}
))
#' Creates a Commodity Swap Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
#' @title Commodity Swap Class
#' @include Swap.R
#' @return An object of type CommSwap
#' @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
CommSwap = setRefClass("CommSwap",
fields = list(),
contains=c("Swap","Commodity"),
methods = list(
initialize = function(...){
callSuper(...)}
))
#' Creates a Commodity Forward Object with the relevant info needed to calculate the Exposure-at-Default (EAD)
#' @title Commodity Forward Class
#' @include Trade.R
#' @param Notional The notional amount of the trade
#' @param MTM The mark-to-market valuation of the trade
#' @param Currency The currency set that the trade belongs to
#' @param Si The number of years that the trade will take to start (zero if already started)
#' @param Ei The number of years that the trade will expire
#' @param BuySell Takes the values of either 'Buy' or 'Sell'
#' @param commodity_type Takes the values of 'Oil','Gas','Silver','Electricity' etc.
#' @param SubClass Defines the relevant hedging set. Possible values: 'Energy','Agriculture','Metal','Other','Climatic'
#' @return An object of type Commodity Forward
#' @export
#' @author Tasos Grivas <tasos@@openriskcalculator.com>
#' @references Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019
#' http://data.europa.eu/eli/reg/2019/876/oj
#' @examples
#'
#' ## the Commodity Forward trade given in the Basel regulation Commodity example
#' tr1 = CommodityForward(Notional=10000,MtM=-50,Si=0,Ei=0.75,
#' BuySell='Buy',SubClass='Energy',commodity_type='Oil')
CommodityForward = setRefClass("CommodityForward",
contains="Commodity",
methods = list(
initialize = function(...){
callSuper(...,TradeGroup='Commodity')}
))
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