{"repo":"risktoollib/RTL","free":true,"listed":false,"github":"https://github.com/risktoollib/RTL","clone":"git clone https://github.com/risktoollib/RTL.git","description":"R package for commodities and finance analytics. Sister python package details below.","language":"R","stars":35,"topics":["r","python","commodities-api","commodities","finance","analytics","morningstar","genscape","api","risk-management"],"license":null,"category":"analytics","readme_excerpt":"Overview RTL is a purposely designed for traders, analysts and risk practitioners in Commodities and Finance. It also supports delivery of Finance classes from one of the creator also in Academics at the Alberta School of Business. Send feedback to pcote@ualberta.ca . We welcome feedback, suggestions and collaboration. Energy Markets Reference Data - expiry table : NYMEX and ICE contracts expiry tables. - holidaysOil : Holiday calendars for NYMEX and ICE. - tradeCycle : US and Canadian crude oil trading calendars. - tickers eia : Mapping of EIA tickers to crude and refined products markets for building supply demand balances. - eiaStorageCap : Historical EIA crude storage capacity by PADD. - eiaStocks : Sample data set of EIA.gov stocks for key commodities. Swap Pricing and Contract Roll Adjustement - rolladjust() adjusts continuous contracts returns for roll adjustments using expiry table . - swapCOM() computes Calendar Month Average commodity swap prices. - swapInfo() returns all information required to price first line futures contract averaging swap or CMA physical trade, including a current month instrument with prior settlements. - swapIRS() computes IRS swap prices. Charting - chart fwd curves() : plots historical forward curves, a useful feature to understand the pricing dynamics of a market. - chart zscore() supports seasonality adjusted analysis of residuals, particularly useful when dealing with commodity stocks and/or days demand time series with trends as well as","default_branch":null,"files":null,"tree":[],"storefront":"/r/risktoollib","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/risktoollib/RTL/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}