| AsianBS | Asian option valuation via Black-Scholes (BS) model |
| AsianMC | Asian option valuation with Monte Carlo (MC) simulation. |
| as.OptPos | Coerce an argument to 'OptPos' class. |
| AverageStrikeMC | Average Strike option valuation via Monte Carlo (MC)... |
| BarrierBS | Barrier option pricing via Black-Scholes (BS) model |
| BarrierLT | Barrrier option valuation via lattice tree (LT) |
| BarrierMC | Barrier option valuation via Monte Carlo (MC) simulation. |
| Binary_BOPM | Binary option valuation vialattice tree (LT) implementation |
| BinaryBS | Binary option valuation with Black-Scholes (BS) model |
| BinaryMC | Binary option valuation via Monte-Carlo (via) simulation. |
| BOPM | Binomial option pricing model |
| BOPM_Eu | European option valuation (vectorized computation). |
| BS | Black-Scholes (BS) pricing model |
| BS_Simple | Black-Scholes formula |
| ChooserBS | Chooser option valuation via Black-Scholes (BS) model |
| ChooserLT | Chooser option valuation via Lattice Tree (LT) Model |
| ChooserMC | Chooser option valuation via Monte Carlo (MC) simulations |
| CompoundBS | Compound option valuation with Black-Scholes (BS) model |
| CompoundLT | Compound option valuation via lattice tree (LT) model |
| DeferredPaymentLT | DeferredPaymentLT |
| ForeignEquityBS | ForeignEquity option valuation via Black-Scholes (BS) model |
| ForwardStartBS | ForwardStart option valuation via Black-Scholes (BS) model |
| ForwardStartMC | Forward Start option valuation via Monte-Carlo (MC)... |
| GapBS | Gap option valuation via Black-Scholes (BS) model |
| GapLT | Gap option valuation via lattice tree (LT) model |
| GapMC | Gap option valuation via Monte Carlo (MC) simulation |
| HolderExtendibleBS | Holder Extendible option valuation via Black-Scholes (BS)... |
| is.Opt | Is an object 'Opt'? |
| is.OptPos | Is an object 'OptPos'? |
| is.OptPx | Is an object 'OptPx'? |
| LadderMC | Ladder option valuation via Monte Carlo (MC) simulation. |
| LookbackBS | Lookback option valuation with Black-Scholes (BS) model |
| LookbackMC | Lookback option valuation via Monte Carlo (MC) simulation |
| Opt | 'Opt' object constructor |
| OptPos | 'OptPos' object constructor |
| OptPx | 'OptPx' object constructor |
| pbnorm | Bivariate Standard Normal CDF |
| PerpetualBS | Perpetual option valuation via Black-Scholes (BS) model |
| Profit | Computes payout/profit values |
| QuotientBS | Quotient option valuation via Black-Scholes (BS) model |
| QuotientMC | Quotient option valuation via Monte Carlo (MC) model |
| RainbowBS | Rainbow option valuation via Black-Scholes (BS) model |
| ShoutFD | Shout option valuation via finite differences (FD) method |
| ShoutLT | Shout option valuation via lattice tree (LT) |
| ShoutLTVectorized | Shout option valuation via lattice tree (LT) |
| ShoutMC | Shout option valuation via Monte Carlo (MC) simulations. |
| VarianceSwapBS | Variance Swap valuation via Black-Scholes (BS) model |
| VarianceSwapMC | VarianceSwap option valuation via Monte Carlo (MC)... |
