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| bond | Bond pricing |
| cancrudeassays | Data for Canadian crude assays reported by Crude Monitor |
| cancrudeassayssum | Summarized data for Canadian crude assays |
| cancrudeprices | Randomized data for Canadian crude pricing. |
| 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_PerfSummary | Cumulative performance and drawdown summary. |
| chart_spreads | Futures contract spreads comparison across years |
| chart_zscore | Z-Score applied to seasonal data divergence |
| CRReuro | Cox-Ross-Rubinstein binomial option model |
| crudeassaysBP | Data for BP crude assays |
| crudeassaysXOM | Data for ExxonMobil crude assays |
| crudes | Data for crude assays of 50+ types of crude oil. |
| dflong | Data for commodity prices in a long dataframe format |
| dfwide | Data for commodity prices in a wide dataframe format |
| distdescplot | Summary of distribution properties of a timeseries |
| eia2tidy | EIA API call with tidy output |
| eiaStocks | Data for EIA weekly stocks |
| eiaStorageCap | Data for working storage capacity in the US |
| eurodollar | Data for Eurodollar futures contracts |
| expiry_table | Metadata for expiry of common commodity futures contract. |
| fitOU | Fits a Ornstein–Uhlenbeck process to a dataset |
| fizdiffs | Randomized data of physical crude differentials |
| fxfwd | Data for USDCAD FX forward rates |
| garch | Wrapper for a Garch(1,1) returning either a plot or data. |
| getCurve | Morningstar Commodities API forward curves |
| getGenscapePipeOil | Genscape API call for oil pipelines |
| getGenscapeStorageOil | Genscape API call for oil storage |
| getGIS | Extract and convert GIS data from a URL |
| getIRswapCurve | Morningstar Commodities API single call for IR curves |
| getPrice | Morningstar Commodities API single call |
| getPrices | Morningstar Commodities API multiple calls |
| holidaysOil | Metadata for NYMEX and ICE holiday calendars |
| ir_df_us | Extracts US Treasury Zero Rates |
| npv | NPV |
| planets | Data for IR compounding exercises |
| promptBeta | Computes betas of futures contracts with respect to the 1st line contract |
| ref.opt.inputs | Metadata for teaching refinery optimization using a LP model - INPUTS |
| ref.opt.outputs | Metadata for teaching refinery optimization using a LP model - OUTPUTS |
| refineryLP | LP model for refinery optimization |
| returns | Compute absolute, relative or log returns. |
| rolladjust | Adjusts daily returns for futures contracts roll |
| simGBM | GBM process simulation |
| simOU | OU process simulation |
| simOUJ | OUJ process simulation |
| spot2futConvergence | Data for spot to futures convergence - historical data |
| spot2futCurve | Data for spot to futures convergence - forward curve |
| swapCOM | Commodity Calendar Month Average Swaps |
| swapFutWeight | Commodity Calendar Month Average Swap futures weights |
| swapInfo | Commodity Swap details to learn their pricing |
| swapIRS | Interest Rate Swap |
| tickers_eia | Metadata of key EIA tickers grouped by products. |
| tradeCycle | Data for Canadian and US physical crude trading calendars |
| tradeprocess | Data for teaching the various ways to monetize a market call. |
| tradeStats | Risk-reward statistics for quant trading |
| usSwapCurves | Data for US interest rate discounting using zero rates curve. |
| usSwapCurvesPar | Data for US interest rate discounting using zero rates parallel curve. |
| usSwapIR | Data for bootstrapping US interest rate curve |
| usSwapIRdef | Metadata to extract US interest rate curve data |
| wtiSwap | Data for WTI Calendar Month Average Swap pricing |