[R-SIG-Finance] [R-sig-finance] Commodity swap?

[Bogaso]

Hi, currently I am working on commodity swap. Can anyone provide me some good
references on Risk management for commodity sawp i.e. how to calculate Value
at Risk for a portfolio having atleast one position in commodity swap,
decomposition of risk etc under various methodologies like parametric,
simulation etc? Any good book and/or online references will be highly
appreciated. Is there any implementation on R itself?

Also, if possible, information on where to get data on commodity swap over
net.

Thanks and regards,

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