CCR, Entropy-Based Correlation Estimates & Dynamic Beta

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Documentation for package ‘Trading’ version 2.2

• DESCRIPTION file.

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AngularDistance	Angular distance metrics
Bond	Bond Class
BondFuture	Bond Future Class
CDOTranche	CDO tranche Class
CDS	CDS Class
CDX	CDX Class
Chebyshev_distance	Chebyshev distance
Collateral	Collateral Class
Commodity	Commodity Class
CommodityForward	Commodity Forward Class
CommSwap	Commodity Swap Class
CrossSampleEntropy	Angular distance metrics
CSA	CSA Class
Curve	Curve Class
DynamicBeta	Time Varying Beta via Kalman filter & smoother
Equity	Equity Class
EquityIndexFuture	Equity Index Future Class
EquityOptionIndex	Equity Option Index Class
EquityOptionSingle	Equity Option Single Class
FxForward	FX Forward Class
FxSwap	Fx Swap Class
GetTradeDetails	Returns a list with the populated fields of a Trade Object
HashTable	Hashtable Class
InformationAdjustedBeta	Information Adjusted Beta
InformationAdjustedCorr	Information Adjusted Correlation
IRDFuture	IRD Future Class
IRDSwap	IRD Swap Class
IRDSwaption	IRD Swaption Class
IRDSwaption-class	IRD Swaption Class
IRDSwapVol	IRD Swap Volatility Class
NormXASampEn	Normalized Cross Sample Entropy
OtherExposure	OtherExposure Class
ParseTrades	Parse trades through a .csv file.
SampleEntropy	Sample Entropy
SelectDerivatives	Select the derivatives out of a trades' list
VariationOfInformation	Variation of Information