SelectDerivatives {Trading}

Select the derivatives out of a trades' list

Description

Select the derivatives out of a trades' list which will be utilized to calculate the CCR Exposure.

Usage

SelectDerivatives(trades_list)

Arguments

trades_list

the file holding the trades of the portfolio

Value

The derivatives out of a trades' list

Author(s)

Tasos Grivas <[e-mail]>

References

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj