formatSpreadPrice

Divides the notional spread price by the spread multiplier and rounds prices 
to the nearest <code>tick_size</code>.

Provides infrastructure for defining, storing, and managing
financial instrument metadata independently of market data sources.
Models instrument identities, contract specifications, identifiers, and
relationships among financial instruments, including currencies,
equities, funds, bonds, futures, options, spreads, exchange rates, and
synthetic instruments. Supports reusable instrument definitions for
research, portfolio management, trading, and quantitative finance
applications.

Justin M. Shea

FinancialInstrument

Financial Instrument Modeling Infrastructure

Peter Carl

Garrett See

Ross Bennett

formatSpreadPrice function

<dl><dt>x</dt>
<dd>xts price series</dd>
<dt>multiplier</dt>
<dd>numeric multiplier (e.g. 1000 for crack spread to get 
from $ to $/bbl)</dd>
<dt>tick_size</dt>
<dd>minimum price change of the spread</dd></dl>

Arguments

Author

format the price of a synthetic instrument — formatSpreadPrice

<dl>

<dt>x</dt>
<dd>xts price series</dd>


<dt>multiplier</dt>
<dd>numeric multiplier (e.g. 1000 for crack spread to get 
from $ to $/bbl)</dd>


<dt>tick_size</dt>
<dd>minimum price change of the spread</dd>

</dl>

formatSpreadPrice: format the price of a synthetic instrument

Description

Usage

Value

Arguments

Author

See Also