pre-cran

Author: risktoollib

DESCRIPTION

@@ -2,7 +2,7 @@ Type: Package
 Package: RTL
 Title: Risk Tool Library - Trading, Risk, Analytics for Commodities
 Version: 1.3.7
-Date: 2025-01-31
+Date: 2025-02-25
 Authors@R: c(
     person("Philippe", "Cote", , "pcote@ualberta.ca", role = c("aut", "cre")),
     person("Nima", "Safaian", , "nima.safaian@gmail.com", role = "aut")

NAMESPACE

@@ -43,6 +43,7 @@ export(swapInfo)
 export(tradeStats)
 export(tradeStrategyDY)
 export(tradeStrategySMA)
+import(numDeriv)
 import(rlang)
 importFrom(Rcpp,sourceCpp)
 importFrom(glue,glue)

R/barrierSpreadOption.R

@@ -14,6 +14,7 @@
 #' @param barrier_type character, "do" or "uo" (down-and-out, up-and-out)
 #' @param monitoring character, "continuous" or "terminal"
 #' @return A list containing option price and Greeks.
+#' @import numDeriv
 #' @name barrierSpreadOption
 #' @export barrierSpreadOption
 

R/efficientFrontier.R

@@ -22,9 +22,12 @@
 #' @export efficientFrontier
 #' @author Philippe Cote
 #' @examples
+#' \dontrun{
 #' x =  RTL::fizdiffs %>% dplyr::select(date, dplyr::contains("WCS"))
 #' efficientFrontier(nsims = 10, x = x, expectedReturns = NULL)
 #' efficientFrontier(nsims = 10, x = x, expectedReturns = c(0.5,0.8,0.9))
+#' }
+
 efficientFrontier <- function(nsims = 5000, x =  RTL::fizdiffs %>% dplyr::select(date, dplyr::contains("WCS")), expectedReturns = NULL) {
 
   prices <- Risk <- Return <- SharpeRatio <- desc <-  NULL