DPPI-class {etrm}R Documentation

An S4 class for the DPPI hedging strategy

Description

An S4 class for the DPPI hedging strategy

Slots

TargetPercent

A percentage of first trading day's market price used to set target price (cap or floor)

RiskFactor

The risk factor (cushion) used in the DPPI model

[Package etrm version 1.0.1 Index]