# Risk Tool Library - Trading, Risk, 'Analytics' for Commodities

## Documentation for package ‘RTL’ version 1.0.0

- DESCRIPTION file.

## Help Pages

bond | Bond pricing
cancrudeassays | Data for Canadian crude assays reported by Crude Monitor
cancrudeassayssum | Summarized data for Canadian crude assays
cancrudeprices | Randomized data for Canadian crude pricing.
chart_eia_sd | EIA weekly Supply Demand information by product group
chart_eia_steo | EIA Short Term Energy Outlook
chart_fwd_curves | Plots historical forward curves
chart_pairs | Pairwise scatter plots for timeseries
chart_PerfSummary | Cumulative performance and drawdown summary.
chart_spreads | Futures contract spreads comparison across years
chart_zscore | Z-Score applied to seasonal data divergence
CRReuro | Cox-Ross-Rubinstein binomial option model
crudeassaysBP | Data for BP crude assays
crudeassaysXOM | Data for ExxonMobil crude assays
crudes | Data for crude assays of 50+ types of crude oil.
dflong | Data for commodity prices in a long dataframe format
dfwide | Data for commodity prices in a wide dataframe format
distdescplot | Summary of distribution properties of a timeseries
eia2tidy | EIA API call with tidy output
eiaStocks | Data for EIA weekly stocks
eiaStorageCap | Data for working storage capacity in the US
eurodollar | Data for Eurodollar futures contracts
expiry_table | Metadata for expiry of common commodity futures contract.
fitOU | Fits a Ornstein–Uhlenbeck process to a dataset
fizdiffs | Randomized data of physical crude differentials
fxfwd | Data for USDCAD FX forward rates
garch | Wrapper for a Garch(1,1) returning either a plot or data.
getCurve | Morningstar Commodities API forward curves
getGenscapePipeOil | Genscape API call for oil pipelines
getGenscapeStorageOil | Genscape API call for oil storage
getGIS | Extract and convert GIS data from a URL
getIRswapCurve | Morningstar Commodities API single call for IR curves
getPrice | Morningstar Commodities API single call
getPrices | Morningstar Commodities API multiple calls
holidaysOil | Metadata for NYMEX and ICE holiday calendars
ir_df_us | Extracts US Treasury Zero Rates
npv | NPV
planets | Data for IR compounding exercises
promptBeta | Computes betas of futures contracts with respect to the 1st line contract
ref.opt.inputs | Metadata for teaching refinery optimization using a LP model - INPUTS
ref.opt.outputs | Metadata for teaching refinery optimization using a LP model - OUTPUTS
refineryLP | LP model for refinery optimization
returns | Compute absolute, relative or log returns.
rolladjust | Adjusts daily returns for futures contracts roll
simGBM | GBM process simulation
simOU | OU process simulation
simOUJ | OUJ process simulation
spot2futConvergence | Data for spot to futures convergence - historical data
spot2futCurve | Data for spot to futures convergence - forward curve
swapCOM | Commodity Calendar Month Average Swaps
swapFutWeight | Commodity Calendar Month Average Swap futures weights
swapInfo | Commodity Swap details to learn their pricing
swapIRS | Interest Rate Swap
tickers_eia | Metadata of key EIA tickers grouped by products.
tradeCycle | Data for Canadian and US physical crude trading calendars
tradeprocess | Data for teaching the various ways to monetize a market call.
tradeStats | Risk-reward statistics for quant trading
usSwapCurves | Data for US interest rate discounting using zero rates curve.
usSwapCurvesPar | Data for US interest rate discounting using zero rates parallel curve.
usSwapIR | Data for bootstrapping US interest rate curve
usSwapIRdef | Metadata to extract US interest rate curve data
wtiSwap | Data for WTI Calendar Month Average Swap pricing