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 | Man page |
| NFCP-package | Man page |
| 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 |
