Visualization of historical commodity futures prices and
remaining time to maturity. This function is intended to be fed with
the futures data contained in this package (see
futures-data).
Usage
futuresplot(futures, type = c("forward.curve", "ttm"), ...)
Arguments
futures
A list with elements price and
ttm. Usually an element of futures.
type
What shall be plotted. "forward.curve"
or "ttm" (time to maturity).
...
Optional arguments passed to plot.
Author(s)
Philipp Erb, David Luethi, Juri Hinz
See Also
futures-data
Examples
# data(futures)
#
# ## Plot time to maturity of corn data
# futuresplot(futures$corn, type = "ttm")
#
# ## Plot forward curves of wheat data since Jan 2010
# wheat.2010 <- lapply(futures$wheat,
# function(x)x[as.Date(rownames(x)) > "2010-01-01",])
# futuresplot(wheat.2010, type = "forward.curve")