Equity-class {Trading} | R Documentation |
Equity Class
Description
Creates an Equity object
Arguments
Notional |
The notional amount of the trade |
MTM |
The mark-to-market valuation of the trade |
Currency |
The currency set that the trade belongs to |
BuySell |
Takes the values of either 'Buy' or 'Sell' |
ISIN |
the ISIN of the Equity |
traded_price |
the price that trade was done |
Issuer |
the issuer of the stock |
Value
An object of type Equity
Author(s)
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')
[Package Trading version 3.0 Index]