API for QFRM
Pricing of Vanilla and Exotic Option Contracts

Global functions
AsianBS Man page Source code
AsianMC Man page Source code
AverageStrikeMC Man page Source code
BOPM Man page Source code
BOPM_Eu Man page Source code
BS Man page Source code
BS_Simple Man page Source code
BarrierBS Man page Source code
BarrierLT Man page Source code
BarrierMC Man page Source code
BinaryBS Man page Source code
BinaryMC Man page Source code
Binary_BOPM Man page Source code
Binary_BOPM_Eu Source code
ChooserBS Man page Source code
ChooserLT Man page Source code
ChooserMC Man page Source code
CompoundBS Man page Source code
CompoundLT Man page Source code
DeferredPaymentLT Man page Source code
ForeignEquityBS Man page Source code
ForwardStartBS Man page Source code
ForwardStartMC Man page Source code
GapBS Man page Source code
GapLT Man page Source code
GapMC Man page Source code
HolderExtendibleBS Man page Source code
LadderMC Man page Source code
LookbackBS Man page Source code
LookbackMC Man page Source code
Opt Man page Source code
OptPos Man page Source code
OptPx Man page Source code
PerpetualBS Man page Source code
Profit Man page Source code
QuotientBS Man page Source code
QuotientMC Man page Source code
RainbowBS Man page Source code
ShoutFD Man page Source code
ShoutLT Man page Source code
ShoutLTVectorized Man page Source code
ShoutMC Man page Source code
VarianceSwapBS Man page Source code
VarianceSwapMC Man page Source code
as.OptPos Man page Source code
is.Opt Man page Source code
is.OptPos Man page Source code
is.OptPx Man page Source code
pbnorm Man page Source code
QFRM documentation built on May 29, 2017, 10:12 p.m.