Nothing
#'
#' Creates an Equity object
#' @title Equity Class
#' @param Notional The notional amount of the trade
#' @docType NULL
#' @param MTM The mark-to-market valuation of the trade
#' @param Currency The currency set that the trade belongs to
#' @param BuySell Takes the values of either 'Buy' or 'Sell'
#' @param ISIN the ISIN of the Equity
#' @param traded_price the price that trade was done
#' @param Issuer the issuer of the stock
#' @return An object of type Equity
#' @export
#' @author Tasos Grivas <tasos@@openriskcalculator.com>
#' @examples
#'
#'
#' tr1 = Equity(external_id="ext1",Notional=10000,MtM=30,Currency="EUR",BuySell='Buy',
#' traded_price = 10,ISIN = "XS04340432",Issuer='FirmA')
# This is used to represent the Equity asset class
#' @include Trade.R
Equity = setRefClass("Equity",
contains="Trade",
fields = list( Issuer = "character"),
methods = list(
initialize = function(...){
SubClass<<-' '
callSuper(...,TradeGroup='EQ')
}
))
#'
#' Creates an Equity Index Future object with the relevant info needed to calculate the Exposure-at-Default (EAD)
#' @title Equity Index Future Class
#' @param Notional The notional amount of the trade
#' @docType NULL
#' @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 traded_price the price that trade was done
#' @return An object of type EquityIndexFuture
#' @export
#' @author Tasos Grivas <tasos@@openriskcalculator.com>
#' @examples
#'
#' example_trades = ParseTrades()
#' Equity_Index_Future_trade = example_trades[[18]]
EquityIndexFuture = setRefClass("EquityIndexFuture",
contains="Equity",
methods = list(
initialize = function(...){
callSuper(...,TradeType='Index')
}
))
#'
#' Creates an Equity Option Index object with the relevant info needed to calculate the Exposure-at-Default (EAD)
#' @title Equity Option Index Class
#' @param Notional The notional amount of the trade
#' @docType NULL
#' @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 traded_price the price that trade was done
#' @return An object of type EquityOption
#' @export
#' @author Tasos Grivas <tasos@@openriskcalculator.com>
EquityOptionIndex = setRefClass("EquityOptionIndex",
contains=c("Equity","Option"),
methods = list(
initialize = function(...){
callSuper(...,TradeType='Option')
}
))
#'
#' Creates an Equity Option Single object with the relevant info needed to calculate the Exposure-at-Default (EAD)
#' @title Equity Option Single Class
#' @param Notional The notional amount of the trade
#' @docType NULL
#' @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 traded_price the price that trade was done
#' @return An object of type EquityOption
#' @export
#' @author Tasos Grivas <tasos@@openriskcalculator.com>
EquityOptionSingle = setRefClass("EquityOptionSingle",
contains=c("Equity","Option"),
methods = list(
initialize = function(...){
callSuper(...,TradeType='Option')
}
))
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