RTL (version 0.1.5)

chart_fwd_curves: chart_fwd_curves

Description

Returns a plot of forward curves through time

Usage

chart_fwd_curves(df = dfwide, cmdty = "cmewti", weekly = FALSE, ...)

Arguments

df

Wide dataframe with date column and multiple series columns (multivariate)

cmdty

Futures contract code in expiry_table object: unique(expiry_table$cmdty)

weekly

TRUE if you want weekly forward curves

...

other graphical parameters

Value

plot of forward curves through time

Examples

# NOT RUN {
df <- dfwide %>% dplyr::select(date, dplyr::starts_with("CL"))
chart_fwd_curves(df = df,cmdty = "cmewti",weekly = TRUE,
main="WTI Forward Curves",ylab="$ per bbl",xlab="",cex=2)
# }