Man pages for NFCP
N-Factor Commodity Pricing Through Term Structure Estimation
| American_option_value | N-factor model American options on futures contracts... |
| A_T | Calculate A(T) |
| cov_func | N-factor model covariance: |
| European_option_value | N-factor model European options on futures contracts... |
| futures_price_forecast | Forecast the futures prices of an N-factor model |
| futures_price_simulate | Simulate futures prices of an N-factor model through Monte... |
| NFCP_domains | N-Factor MLE search boundaries |
| NFCP_Kalman_filter | Filter an N-factor commodity pricing model though the Kalman... |
| NFCP_MLE | N-factor model parameter estimation through the Kalman filter... |
| NFCP_parameters | Specify the constant parameters of an N-factor model |
| spot_price_forecast | Forecast spot prices of an N-factor model |
| spot_price_simulate | Simulate spot prices of an N-factor model through Monte Carlo... |
| SS_oil | Crude oil term structure futures data (1990 - 1995) |
| stitch_contracts | Stitch futures contracts |
| TSfit_volatility | Calculate the volatility term structure of futures returns |
