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: 1.1
Imports: methods
Published: 2016-11-20
Author: Tasos Grivas
Maintainer: Tasos Grivas <info at openriskcalculator.com>
License: GPL-3
URL: www.openriskcalculator.com
NeedsCompilation: no
CRAN checks: Trading results

Downloads:

Reference manual: Trading.pdf
Package source: Trading_1.1.tar.gz
Windows binaries: r-devel: Trading_1.1.zip, r-release: Trading_1.1.zip, r-oldrel: Trading_1.1.zip
OS X Mavericks binaries: r-release: Trading_1.1.tgz, r-oldrel: Trading_1.1.tgz
Old sources: Trading archive

Reverse dependencies:

Reverse imports: SACCR, xVA

Linking:

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