Trading
Trading R Package
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.
If you want to become a contributor to this project, use this code for commercial purposes or for any other queries please contact us at [email protected] or visit our website www.openriskcalculator.com
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