Trading: Trades, Curves, Rating Tables, Add-on Tables, CSAs
Contains trades from the five major assets classes and also
functionality to use pricing curves, rating tables, CSAs and add-on tables. The
implementation follows an object oriented logic whereby each trade inherits from
more abstract classes while also the curves/tables are objects. There is a lot
of functionality focusing on the counterparty credit risk calculations however
the package can be used for trading applications in general.
Version: |
1.2 |
Imports: |
methods |
Published: |
2019-01-12 |
Author: |
Tasos Grivas |
Maintainer: |
Tasos Grivas <info at openriskcalculator.com> |
License: |
GPL-3 |
URL: |
www.openriskcalculator.com |
NeedsCompilation: |
no |
CRAN checks: |
Trading results |
Downloads:
Reverse dependencies:
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