# Risk Tool Library - Trading, Risk, Analytics for Commodities

## Documentation for package ‘RTL’ version 1.3.7

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

barrierSpreadOption | Barrier Spread Option Pricing
bond | Bond 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
cma | metadata for WTI CMA
CRReuro | Cox-Ross-Rubinstein binomial option model
CRROption | Cox-Ross-Rubinstein Option Pricing Model
crudeOil | dataset: crude assays
cushing | dataset: WTI Cushing Futures and storage utilization
dflong | dataset: commodity prices in a long dataframe format
dfwide | dataset: commodity prices in a wide dataframe format
efficientFrontier | Markowitz Efficient Frontier
eia2tidy | EIA API call with tidy output
eia2tidy_all | EIA API multiple calls with tidy output
eiaStocks | dataset: EIA weekly stocks
eiaStorageCap | dataset: EIA working storage capacity
eurodollar | dataset: Eurodollar futures contracts
expiry_table | dataset: expiry of common commodity futures contract.
fitOU | Fits a Ornstein–Uhlenbeck process to a dataset
fizdiffs | dataset: randomised physical crude differentials
futuresRef | dataset: futures contracts metadata
fxfwd | dataset: USDCAD FX forward rates
garch | Wrapper for a Garch(1,1) returning either a plot or data.
GBSOption | Generalized Black-Scholes (GBS) Option Pricing Model
getBoC | Bank of Canada Valet API
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
getPrice | Morningstar Commodities API single call
getPrices | Morningstar Commodities API multiple calls
holidaysOil | dataset: NYMEX and ICE holiday calendars
npv | NPV
ohlc | dataset: randomiser to convert settlement into OHLC
planets | dataset: IR compounding
promptBeta | Computes betas of futures contracts with respect to the 1st line contract
refineryLP | LP model for refinery optimization
refineryLPdata | dataset: refinery LP model sample inputs and outputs
returns | Compute absolute, relative or log returns.
rolladjust | Adjusts daily returns for futures contracts roll
simGBM | GBM process simulation
simMultivariates | Multivariate normal from historical dataset
simOU | OU process simulation
simOUJ | OUJ process simulation
simOUt | OU process simulation
spot2futConvergence | dataset: spot to futures convergence
spot2futCurve | dataset: spot to futures convergence curve
spreadOption | Kirk's Approximation for Spread Option Pricing
steo | dataset: EIA Short Term Energy Outlook
stocks | dataset: Yahoo Finance data sets
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 | datasest: metadata of key EIA tickers grouped by products.
tradeCycle | dataset: Canadian and US physical crude trading calendars
tradeHubs | dataset: GIS locations for crude oil trading hubs
tradeprocess | dataset: data for teaching the various ways to monetize a market call.
tradeStats | Risk-reward statistics for quant trading
tradeStrategyDY | Sample quantitative trading strategy
tradeStrategySMA | Sample quantitative trading strategy
tsQuotes | dataset: interest rate curve data for RQuantlib .
usSwapCurves | dataset: US bootstrapped interest rate curve.
usSwapCurvesPar | dataset: US bootstrapped interest rate curve parallel sample.
wtiSwap | dataset: WTI Calendar Month Average Swap pricing data