CRROption               Cox-Ross-Rubinstein Option Pricing Model
CRReuro                 Cox-Ross-Rubinstein binomial option model
GBSOption               Generalized Black-Scholes (GBS) Option Pricing
                        Model
barrierSpreadOption     Barrier Spread Option Pricing
bond                    Bond pricing
chart_PerfSummary       Cumulative performance and drawdown summary.
chart_eia_sd            EIA weekly supply-demand information by product
                        group
chart_eia_steo          EIA Short Term Energy Outlook
chart_fwd_curves        Plots historical forward curves
chart_pairs             Pairwise scatter plots for timeseries
chart_spreads           Futures contract spreads comparison across
                        years
chart_zscore            Z-Score applied to seasonal data divergence
cma                     metadata for WTI CMA
crudeOil                dataset: crude assays
cushing                 dataset: WTI Cushing Futures and storage
                        utilization
dflong                  dataset: commodity prices in a long dataframe
                        format
dfwide                  dataset: commodity prices in a wide dataframe
                        format
efficientFrontier       Markowitz Efficient Frontier
eia2tidy                EIA API call with tidy output
eia2tidy_all            EIA API multiple calls with tidy output
eiaStocks               dataset: EIA weekly stocks
eiaStorageCap           dataset: EIA working storage capacity
eurodollar              dataset: Eurodollar futures contracts
expiry_table            dataset: expiry of common commodity futures
                        contract.
fitOU                   Fits a Ornstein–Uhlenbeck process to a dataset
fizdiffs                dataset: randomised physical crude
                        differentials
futuresRef              dataset: futures contracts metadata
fxfwd                   dataset: USDCAD FX forward rates
garch                   Wrapper for a Garch(1,1) returning either a
                        plot or data.
getBoC                  Bank of Canada Valet API
getCurve                Morningstar Commodities API forward curves
getGIS                  Extract and convert GIS data from a URL
getGenscapePipeOil      Genscape API call for oil pipelines
getGenscapeStorageOil   Genscape API call for oil storage
getPrice                Morningstar Commodities API single call
getPrices               Morningstar Commodities API multiple calls
holidaysOil             dataset: NYMEX and ICE holiday calendars
npv                     NPV
ohlc                    dataset: randomiser to convert settlement into
                        OHLC
planets                 dataset: IR compounding
promptBeta              Computes betas of futures contracts with
                        respect to the 1st line contract
refineryLP              LP model for refinery optimization
refineryLPdata          dataset: refinery LP model sample inputs and
                        outputs
returns                 Compute absolute, relative or log returns.
rolladjust              Adjusts daily returns for futures contracts
                        roll
simGBM                  GBM process simulation
simMultivariates        Multivariate normal from historical dataset
simOU                   OU process simulation
simOUJ                  OUJ process simulation
simOUt                  OU process simulation
spot2futConvergence     dataset: spot to futures convergence
spot2futCurve           dataset: spot to futures convergence curve
spreadOption            Kirk's Approximation for Spread Option Pricing
steo                    dataset: EIA Short Term Energy Outlook
stocks                  dataset: Yahoo Finance data sets
swapCOM                 Commodity Calendar Month Average Swaps
swapFutWeight           Commodity Calendar Month Average Swap futures
                        weights
swapIRS                 Interest Rate Swap
swapInfo                Commodity Swap details to learn their pricing
tickers_eia             datasest: metadata of key EIA tickers grouped
                        by products.
tradeCycle              dataset: Canadian and US physical crude trading
                        calendars
tradeHubs               dataset: GIS locations for crude oil trading
                        hubs
tradeStats              Risk-reward statistics for quant trading
tradeStrategyDY         Sample quantitative trading strategy
tradeStrategySMA        Sample quantitative trading strategy
tradeprocess            dataset: data for teaching the various ways to
                        monetize a market call.
tsQuotes                dataset: interest rate curve data for RQuantlib
                        .
usSwapCurves            dataset: US bootstrapped interest rate curve.
usSwapCurvesPar         dataset: US bootstrapped interest rate curve
                        parallel sample.
wtiSwap                 dataset: WTI Calendar Month Average Swap
                        pricing data
