API for RQuantLib
R Interface to the 'QuantLib' Library
| Global functions | |
|---|---|
| .onAttach | Source code |
| .onLoad | Source code |
| AffineSwaption | Man page Source code |
| AffineSwaption.default | Man page Source code |
| AmericanOption | Man page Source code |
| AmericanOption.default | Man page Source code |
| AmericanOptionImpliedVolatility | Man page Source code |
| AmericanOptionImpliedVolatility.default | Man page Source code |
| AsianOption | Man page Source code |
| AsianOption.default | Man page Source code |
| BarrierOption | Man page Source code |
| BarrierOption.default | Man page Source code |
| BermudanSwaption | Man page Source code |
| BermudanSwaption.default | Man page Source code |
| BinaryOption | Man page Source code |
| BinaryOption.default | Man page Source code |
| BinaryOptionImpliedVolatility | Man page Source code |
| BinaryOptionImpliedVolatility.default | Man page Source code |
| Bond | Man page |
| CFlags | Source code |
| CallableBond | Man page Source code |
| CallableBond.default | Man page Source code |
| ConvertibleFixedCouponBond | Man page Source code |
| ConvertibleFixedCouponBond.default | Man page Source code |
| ConvertibleFloatingCouponBond | Man page Source code |
| ConvertibleFloatingCouponBond.default | Man page Source code |
| ConvertibleZeroCouponBond | Man page Source code |
| ConvertibleZeroCouponBond.default | Man page Source code |
| CreateSchedule | Source code |
| DiscountCurve | Man page Source code |
| DiscountCurve.default | Man page Source code |
| Enum | Man page |
| EuropeanOption | Man page Source code |
| EuropeanOption.default | Man page Source code |
| EuropeanOptionArrays | Man page Source code |
| EuropeanOptionImpliedVolatility | Man page Source code |
| EuropeanOptionImpliedVolatility.default | Man page Source code |
| FittedBondCurve | Man page Source code |
| FittedBondCurve.default | Man page Source code |
| FixedRateBond | Man page Source code |
| FixedRateBond.default | Man page Source code |
| FixedRateBondPriceByYield | Man page Source code |
| FixedRateBondPriceByYield.default | Man page Source code |
| FixedRateBondYield | Man page Source code |
| FixedRateBondYield.default | Man page Source code |
| FixedRateWithPrice | Source code |
| FixedRateWithRebuiltCurve | Source code |
| FixedRateWithYield | Source code |
| FloatBond1 | Source code |
| FloatBond2 | Source code |
| FloatBond3 | Source code |
| FloatBond4 | Source code |
| FloatingRateBond | Man page Source code |
| FloatingRateBond.default | Man page Source code |
| ImpliedVolatility | Man page |
| LdFlags | Source code |
| Option | Man page |
| SabrSwaption | Man page Source code |
| SabrSwaption.default | Man page Source code |
| Schedule | Man page Source code |
| Schedule.default | Man page Source code |
| ZeroBondWithRebuiltCurve | Source code |
| ZeroCouponBond | Man page Source code |
| ZeroCouponBond.default | Man page Source code |
| ZeroPriceByYield | Man page Source code |
| ZeroPriceByYield.default | Man page Source code |
| ZeroYield | Man page Source code |
| ZeroYield.default | Man page Source code |
| addHolidays | Man page Source code |
| adjust | Man page Source code |
| advance | Man page Source code |
| advance1 | Source code |
| advance2 | Source code |
| advanceDate | Man page Source code |
| affineWithRebuiltCurveEngine | Source code |
| americanOptionEngine | Source code |
| americanOptionImpliedVolatilityEngine | Source code |
| asianOptionEngine | Source code |
| barrierOptionEngine | Source code |
| bermudanFromYieldEngine | Source code |
| bermudanWithRebuiltCurveEngine | Source code |
| binaryOptionEngine | Source code |
| binaryOptionImpliedVolatilityEngine | Source code |
| businessDay | Man page Source code |
| businessDayList | Man page Source code |
| businessDaysBetween | Man page Source code |
| calendars | Man page |
| calibrateHullWhiteUsingCapsEngine | Source code |
| calibrateHullWhiteUsingSwapsEngine | Source code |
| callableBondEngine | Source code |
| convertibleFixedBondEngine | Source code |
| convertibleFloatingBondEngine | Source code |
| convertibleZeroBondEngine | Source code |
| dayCount | Man page Source code |
| discountCurveEngine | Source code |
| endOfMonth | Man page Source code |
| europeanOptionArraysEngine | Source code |
| europeanOptionEngine | Source code |
| europeanOptionImpliedVolatilityEngine | Source code |
| fittedBondCurveEngine | Source code |
| fixedRateBondPriceByYieldEngine | Source code |
| fixedRateBondYieldByPriceEngine | Source code |
| floatingWithRebuiltCurveEngine | Source code |
| getBusinessDayList | Man page Source code |
| getEndOfMonth | Man page Source code |
| getHolidayList | Man page Source code |
| getQuantLibCapabilities | Man page Source code |
| getQuantLibVersion | Man page Source code |
| holidayList | Man page Source code |
| hullWhiteCalibrateUsingCap | Source code |
| hullWhiteCalibrateUsingSwap | Source code |
| inlineCxxPlugin | Source code |
| isBusinessDay | Man page Source code |
| isEndOfMonth | Man page Source code |
| isHoliday | Man page Source code |
| isWeekend | Man page Source code |
| matchBDC | Man page Source code |
| matchCompounding | Man page Source code |
| matchDateGen | Man page Source code |
| matchDayCounter | Man page Source code |
| matchDurationType | Source code |
| matchFloatFrequency | Source code |
| matchFrequency | Man page Source code |
| matchParams | Man page Source code |
| oldEuropeanOptionArrays | Man page Source code |
| plot.Bond | Man page Source code |
| plot.DiscountCurve | Man page Source code |
| plot.FittedBondCurve | Man page |
| plot.Option | Man page Source code |
| plotOptionSurface | Man page Source code |
| print.Bond | Man page Source code |
| print.FixedRateBond | Man page Source code |
| print.ImpliedVolatility | Man page Source code |
| print.Option | Man page Source code |
| removeHolidays | Man page Source code |
| sabrengine | Source code |
| setCalendarContext | Man page Source code |
| setEvaluationDate | Man page Source code |
| summary.BKTree | Man page Source code |
| summary.BKTreeAffineSwaption | Man page Source code |
| summary.Bond | Man page Source code |
| summary.G2Analytic | Man page Source code |
| summary.G2AnalyticAffineSwaption | Man page Source code |
| summary.HWAnalytic | Man page Source code |
| summary.HWAnalyticAffineSwaption | Man page Source code |
| summary.HWTree | Man page Source code |
| summary.HWTreeAffineSwaption | Man page Source code |
| summary.ImpliedVolatility | Man page Source code |
| summary.Option | Man page Source code |
| tsQuotes | Man page |
| vcube | Man page |
| volDF2CubeK | Source code |
| yearFraction | Man page Source code |
| zeroPriceByYieldEngine | Source code |
| zeroYieldByPriceEngine | Source code |
| zeroprice | Source code |
| zeroyield | Source code |
