Energy Trading and Risk Management

---

Documentation for package ‘etrm’ version 1.0.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

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"