ABMPaths | Simulate and plot Arithmetic Brownian Motion path(s) |
basicpayoffs | Plot payoffs / profit and loss of European Call/Put. |
bearspreadputs | Profit & Loss plot of bear spread with puts. |
blackscholes | Calculate the Black scholes formula value of a European... |
bondchange | Calculate the change in the price of a bond for change in... |
bondconv | Calculate the convexity of a bond. |
bonddur | Calculate the duration of a bond. |
bondforwardtreegui | Plot a Bond Forward Tree |
bondfuturestreegui | Plot a Bond Futures Tree |
bondoptiontreegui | Plot a Bond Option Tree |
bondprice | Calculate the price of a bond. |
bondtreegui | Plot a Bond Tree |
BrownianPaths | Simulate and plot Brownian Motion path(s) |
bullspreadcalls | Profit & Loss plot of bull spread with calls. |
butterfly | Profit & Loss plot of butterfly. |
calcgreeks | Calculate the greeks for a European Call/Put. |
captreegui | Plot a Cap Tree |
cashprice | Calculate the Cash price of a T Bond Futures |
cdswap | Calculate the spread in a credit default swap. |
curswapvalue | Calculate the value of a fixed-fixed currency swap. |
durcoupon | Plot the relationship between duration and coupon rate of a... |
durmaturity | Plot the relationship between duration and maturity of a... |
duryield | Plot the relationship between duration and yield of a bond. |
eurodollar | Calculate the value of a eurodollar futures contract price... |
floortreegui | Plot a Floor Tree |
forwardcommodity | Calculate the forward value of a commodity. |
forwardcurrency | Calculate the forward value of a currency. |
forwardstock | Calculate the forward value of a stock. |
fra | Calculate the forward rate. |
fravalue | Calculate the value of a forward rate agreement. |
futurescommodity | Calculate the value of a commodity futures. |
futurescurrency | Calculate the value of a currency futures. |
futuresstock | Calculate the value of a stock futures. |
fv | Calculate the future value of an amount. |
fvann | Calculate the future value of an annuity. |
GBMPaths | Simulate and plot Geometric Brownian Motion path(s) |
greekneutrality | Calculate the hedge positions for achieving greek(s)... |
GUIDE | The main menu for the GUIDE package. |
GUIDE-package | The main menu for the GUIDE package. |
impvol | Calculate the Black scholes implied volatility of a European... |
irswapvalue | Calculate the value of an interest rate swap. |
JDPaths | Simulate and plot Jump Diffusion path(s) |
Premium3D | Option premium as a function of stock price/strike and time. |
pricematurity | Plot the relationship between price and maturity of a bond. |
priceyield | Plot the relationship between price and yield of a bond. |
pv | Calculate the Present value of an amount. |
pval | Calculate the cumulative probability corresponding to a given... |
pvann | Calculate the Present value of an annuity. |
rate | Calculate rate in the desired frequency. |
ratetreegui | Plot a interest rate tree |
reversebutterfly | Profit & Loss plot of reverse butterfly. |
reversestraddle | Profit & Loss plot of reverse straddle. |
reversestrangle | Profit & Loss plot of reverse strangle. |
stockoptiontreegui | Plot a stock option Tree |
stockTimeGreeks | Plot of option greeks for a European Call/Put as a function... |
straddle | Profit & Loss plot of straddle. |
strangle | Profit & Loss plot of strangle. |
strap | Profit & Loss plot of strap. |
strip | Profit & Loss plot of strip. |
swaptiontreegui | Plot a Swaption Tree |
swaptreegui | Plot a swap Tree |
trading.menu | A menu for Option trading strategies. |
var1stock | Calculate the value at risk of a single stock. |
var2stocks | Calculate the value at risk of two stocks. |
varbehavior | Plot the behavior of value at risk as a function of its... |
zval | Calculate the cumulative probability corresponding to a given... |
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