cma dataset

metadata for WTI CMA

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  • Maintainer: Philippe Cote
  • License: MIT + file LICENSE
  • Last published: 2025-02-26

About the dataset

  • Number of rows: 192
  • Number of columns: 7
  • Class: tbl_df, tbl, data.frame

Column names and types

  • swapMonth:Date
  • bizDays:list
  • pricedIn:list
  • expiry:Date
  • numDaysFut1:numeric
  • numDaysFut2:numeric
  • percentFut1:numeric