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Overview

RTL is a purposely designed for traders, analysts and risk practitioners in Commodities and Finance. It also supports delivery of Finance classes from one of the creator also in Academics at the Alberta School of Business.

Send feedback to pcote@ualberta.ca. We welcome feedback, suggestions and collaboration.

Energy Markets Reference Data

Swap Pricing and Contract Roll Adjustement

Charting

APIs

Valid credentials for commercial API services are required.

Genscape

Genscape API functions:

Morningstar Commodities

Morningstar Marketplace API functions:

GIS Dataset

EIA

Alberta Oil Sands, Petroleum and Natural Gas

Interest Rates

Python

A python version of RTL for most functions is available at https://pypi.org/project/risktools/.

Installation

Latest Package devtools::install_github("risktoollib/RTL")

CRAN Stable install.packages("RTL")