Plotting forward curves with R
This article is originally published at https://quantcorner.wordpress.comWe wanted to have an idea of the general form of the forward curve for London ICE gasoil futures contracts along the year. The R code below plot a forward curve for each month throughout the time series. Data were downloaded from Quandl, but we didn’t use the API available. The result is shown below. ############################################################# […]
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This article is originally published at https://quantcorner.wordpress.com
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