HashTable-class

HashTable

Creates a hashtable-like object so as to represent data with a key structure (for example addon tables, rating-based factors etc).
Also, it includes methods for populating the object via a .csv file and finding a value based on a specific key on an interval of keys
For examples of the format of the CSVs files, please view RatingsMapping.csv or AddonTable.csv on the extdata folder in the installation folder of the library

Contains performance analysis metrics of track records including entropy-based
correlation and dynamic beta based on a state/space algorithm. The normalized sample entropy method
has been implemented which produces accurate entropy estimation even on smaller datasets.
On a separate stream, trades from the five major assets classes and also
functionality to use pricing curves, rating tables, Credit Support Annex and add-on tables. The
implementation follows an object oriented logic whereby each trade inherits from
more abstract classes while also the curves/tables are objects. Furthermore, odds calculators
and P&L back-testing functionality has been implemented for the most widely used betting/trading
strategies including martingale, 'DAlembert', 'Labouchere' and Fibonacci. Back testing has also been included for the 'EuroMillions',
the 'EuroJackpot', the UK Lotto, the Set For Life and the UK 'ThunderBall' lotteries.
Furthermore, some basic functionality about climate risk has been included.

Tasos Grivas

Trading

Trade Objects, Advanced Correlation & Beta Estimates, Betting
Strategies

HashTable-class function

<dl><dt>keys</dt>
<dd>A vector of keys</dd>
<dt>values</dt>
<dd>A vector of values mapping to the keys</dd>
<dt>keys_type</dt>
<dd>The type of the keys</dd>
<dt>values_type</dt>
<dd>The type of the values</dd></dl>

Arguments

Tasos Grivas &lt;tasos@openriskcalculator.com&gt;

Author

Hashtable Class — HashTable-class

<dl>

<dt>keys</dt>
<dd>A vector of keys</dd>


<dt>values</dt>
<dd>A vector of values mapping to the keys</dd>


<dt>keys_type</dt>
<dd>The type of the keys</dd>


<dt>values_type</dt>
<dd>The type of the values</dd>

</dl>

HashTable-class: Hashtable Class

Description

Value

Arguments

Author

Examples