formatSpreadPrice {FinancialInstrument} | R Documentation |
Divides the notional spread price by the spread multiplier and rounds prices
to the nearest tick_size
.
formatSpreadPrice(x, multiplier = 1, tick_size = 0.01)
x |
xts price series |
multiplier |
numeric multiplier (e.g. 1000 for crack spread to get from $ to $/bbl) |
tick_size |
minimum price change of the spread |
price series of same length as x
Garrett See