## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup, echo=FALSE-------------------------------------------------------- library(etrm) data("powfutures130513") ## ----------------------------------------------------------------------------- powfutures130513 ## ----------------------------------------------------------------------------- fwd_npri <- msfc(tdate = as.Date("2013-05-13"), include = powfutures130513$Include, contract = powfutures130513$Contract, sdate = powfutures130513$Start, edate = powfutures130513$End, f = powfutures130513$Closing) ## ----------------------------------------------------------------------------- fwd_wpri <- msfc(tdate = as.Date("2013-05-13"), include = powfutures130513$Include, contract = powfutures130513$Contract, sdate = powfutures130513$Start, edate = powfutures130513$End, f = powfutures130513$Closing, prior = powpriors130513$mod.prior) ## ---- fig.dim=c(7, 4)--------------------------------------------------------- plot(fwd_npri, title = "Forward curve without prior") ## ---- fig.dim=c(7, 4)--------------------------------------------------------- plot(fwd_wpri, title = "Forward curve with prior") ## ----------------------------------------------------------------------------- summary(fwd_npri) ## ----------------------------------------------------------------------------- summary(fwd_wpri) ## ----------------------------------------------------------------------------- head(show(fwd_npri), 15)[1:8] ## ----------------------------------------------------------------------------- slotNames(fwd_npri)