API for NFCP
N-Factor Commodity Pricing Through Term Structure Estimation

Global functions
A_T Man page Source code
American_option_value Man page Source code
European_option_value Man page Source code
NFCP_Kalman_filter Man page Source code
NFCP_MLE Man page Source code
NFCP_domains Man page Source code
NFCP_parameters Man page Source code
SS_oil Man page
TSfit_volatility Man page Source code
cov_func Man page Source code
futures_price_forecast Man page Source code
futures_price_simulate Man page Source code
spot_price_forecast Man page Source code
spot_price_simulate Man page Source code
stitch_contracts Man page Source code
NFCP documentation built on March 18, 2022, 5:06 p.m.