| CreateTradeGraph {SACCR} | R Documentation |
Creates a tree-like structure of a list of trades
Description
Creates a tree-like structure describing the various hedging sets / risk factors that that the input trades can be broken into
Usage
CreateTradeGraph(trades)
Arguments
trades |
The full list of the Trade Objects |
Value
A tree structure based on hedging/netting sets and basis/volatility transactions
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
[Package SACCR version 3.2 Index]