Create a SoRad / SoREd contract specification

Create a SoRad / SoREd contract specification

Create a SoRad / SoREd contract specification

Note

Version 1.0.0.

Public fields

ticker

description

strike

Strike price for solar radiation.

t_pricing

Character, pricing date.

t_now

Character, today date.

t_init

Character, inception date.

t_hor

Character, maturity date.

tick

Numeric, monetary conversion tick.

contract_type

Character, maturity date.

Active bindings

control

control parameters

tau

Numeric, scalar. Time from t_now till t_hor in days.

tau_accrued

Numeric, scalar. Time from t_pricing till t_hor in days.

Methods

Public methods

• solarOption$new()

• solarOption$set_contract()

• solarOption$set_control()

• solarOption$print()

• solarOption$clone()

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Method new()

Initialize the contract

Usage

solarOption$new(contract_type = "SoRad")

Arguments

contract_type

Character, contract type "SoRad" or "SoREd"

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Method set_contract()

Initialize the contract

Usage

solarOption$set_contract(t_pricing, t_init, t_hor, strike, tick = 1)

Arguments

t_pricing

Character, pricing date.

t_init

Character, inception date.

t_hor

Character, maturity date.

strike

Numeric, strike price.

tick

Numeric monetary tick.

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Method set_control()

Store a list of custom control parameters

Usage

solarOption$set_control(control)

Arguments

control

List, control parameters.

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Method print()

Print method

Usage

solarOption$print()

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Method clone()

The objects of this class are cloneable with this method.

Usage

solarOption$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.