Man pages for DtD
Distance to Default

BS_fitFit Black-Scholes Parameters
BS_fit_rollingFit Black-Scholes Parameters Over Rolling Window
BS_simSimulate Stock Price and Price of Underlying Asset
get_underlyingEuropean Call Option Price and the Inverse
merton_llCompute Log-Likelihood of Merton Model
DtD documentation built on May 2, 2019, 4:01 p.m.