RTL (version 1.2.0)

chart_fwd_curves: Plots historical forward curves

Description

Returns a plot of forward curves through time

Usage

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

Value

plot of forward curves through time

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

Defaults to TRUE for weekly forward curves

...

other graphical parameters

Author

Philippe Cote

Examples

df <- dfwide %>%
  dplyr::select(date, dplyr::starts_with("CL")) %>%
  tidyr::drop_na()
chart_fwd_curves(
  df = df, cmdty = "cmewti", weekly = TRUE,
  main = "WTI Forward Curves", ylab = "$ per bbl", xlab = "", cex = 2
)