R: Energy Trading and Risk Management

# Energy Trading and Risk Management

## Documentation for package ‘etrm’ version 1.0.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package README

## Help Pages

etrm-package | etrm: Energy Trading and Risk Management
cppi | Constant Proportion Portfolio Insurance (CPPI)
CPPI-class | An S4 class for the CPPI hedging strategy
dppi | Dynamic Proportion Portfolio Insurance (DPPI)
DPPI-class | An S4 class for the DPPI hedging strategy
GenericStrat-class | An S4 VIRTUAL parent class for the hedging strategy classes in etrm
msfc | Maximum Smoothness Forward Curve (MSFC)
MSFC-class | An S4 class for the Maximum Smoothness Forward Curve (MSFC) in etrm
obpi | Option Based Portfolio Insurance (OBPI)
OBPI-class | An S4 class for the OBPI hedging strategy
plot-method | S4 method for the plot generic for portfolio insurance strategy classes
plot-method | S4 method for the plot generic for class "MSFC"
powcal | Historical daily closing prices for 11 calendar year power futures contracts
powfutures130513 | Closing prices for power futures contracts at trading date 2013-05-13
powpriors130513 | Example priors at trading date 2015-05-13
show-method | S4 method for the show generic for portfolio insurance strategy classes
show-method | S4 method for the show generic for class "MSFC"
shpi | Step Hedge Portfolio Insurance (SHPI)
SHPI-class | An S4 class for the SHPI hedging strategy
slpi | Stop Loss Portfolio Insurance (SLPI)
SLPI-class | An S4 class for the SLPI hedging strategy
summary-method | S4 method for the summary generic for portfolio insurance strategy classes
summary-method | S4 method for the summary generic for class "MSFC"