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R
NFCP

TSFit.Volatility

Volatility Term Structure of futures returns

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

TSFit.Volatility(parameters, Futures, TTM, dt)

Examples

V_TSFit <- TSFit.Volatility(
 parameters = SS.Oil$Two.Factor,
 Futures = SS.Oil$Stitched.Futures,
 TTM = SS.Oil$Stitched.TTM,
 dt = SS.Oil$dt)

## ->

V_TSFit <- TSfit_volatility(
 parameters = SS_oil$two_factor,
 futures = SS_oil$stitched_futures,
 futures_TTM = SS_oil$stitched_TTM,
 dt = SS_oil$dt)
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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