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R
NFCP

Stitch.Contracts

Stitch Futures Contracts

Description

'r lifecycle::badge("deprecated")'

This function was deprecated due to a change in the name of the function to adhere to the tidyverse style guide.

Usage

Stitch.Contracts(
  Futures,
  TTM = NULL,
  maturity.matrix = NULL,
  rollover.frequency = NULL,
  Contract.Numbers = NULL,
  verbose = FALSE
)

Examples

output <- Stitch.Contracts(Futures = SS.Oil$Contracts,
TTM = c(1, 5, 9, 13, 17)/12, maturity.matrix = SS.Oil$Contract.Maturities,
rollover.frequency = 1/12, verbose = TRUE)

## ->

output <- stitch_contracts(futures = SS_oil$contracts,
               futures_TTM = c(1, 5, 9, 13, 17)/12,
               maturity_matrix = SS_oil$contract_maturities,
               rollover_frequency = 1/12, verbose = TRUE)
NFCP

N-Factor Commodity Pricing Through Term Structure Estimation

v1.0.1
GPL-3
Authors
Thomas Aspinall [aut, cre] (<https://orcid.org/0000-0002-6968-1989>), Adrian Gepp [aut] (<https://orcid.org/0000-0003-1666-5501>), Geoff Harris [aut] (<https://orcid.org/0000-0003-4284-8619>), Simone Kelly [aut] (<https://orcid.org/0000-0002-6528-8557>), Colette Southam [aut] (<https://orcid.org/0000-0001-7263-2347>), Bruce Vanstone [aut] (<https://orcid.org/0000-0002-3977-2468>)
Initial release

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