Package: Trading
Type: Package
Title: Trades, Curves, Rating Tables, Add-on Tables, CSAs
Version: 1.0
Date: 2016-09-04
Author: Tasos Grivas
Maintainer: Tasos Grivas <info@openriskcalculator.com>
Description: 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.
Imports: methods
Suggests: SACCR, xVA
URL: www.openriskcalculator.com
License: GPL-3
LazyData: TRUE
Collate: 'Swap.R' 'Vol.R' 'Option.R' 'Trade.R' 'IRD.R' 'Bond.R' 'CSA.R'
        'Commodity.R' 'Credit.R' 'Curve.R' 'Equity.R' 'FX.R'
        'HashTable.R' 'LoadSupervisoryData.R' 'ParseTrades.R'
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-09-05 20:41:46 UTC; tasos
Repository: CRAN
Date/Publication: 2016-09-06 02:04:09
