Man pages for RQuantLib
R Interface to the 'QuantLib' Library
| AffineSwaption | Affine swaption valuation using several short-rate models |
| AmericanOption | American Option evaluation using Finite Differences |
| AmericanOptionImpliedVolatility | Implied Volatility calculation for American Option |
| AsianOption | Asian Option evaluation using Closed-Form solution |
| BarrierOption | Barrier Option evaluation using Closed-Form solution |
| BermudanSwaption | Bermudan swaption valuation using several short-rate models |
| BinaryOption | Binary Option evaluation using Closed-Form solution |
| BinaryOptionImpliedVolatility | Implied Volatility calculation for Binary Option |
| Bond | Base class for Bond price evalution |
| BondUtilities | Bond parameter conversion utilities |
| Calendars | Calendar functions from QuantLib |
| CallableBond | CallableBond evaluation |
| ConvertibleBond | Convertible Bond evaluation for Fixed, Floating and Zero... |
| DiscountCurve | Returns the discount curve (with zero rates and forwards)... |
| Enum | Documentation for parameters |
| EuropeanOption | European Option evaluation using Closed-Form solution |
| EuropeanOptionArrays | European Option evaluation using Closed-Form solution |
| EuropeanOptionImpliedVolatility | Implied Volatility calculation for European Option |
| FittedBondCurve | Returns the discount curve (with zero rates and forwards)... |
| FixedRateBond | Fixed-Rate bond pricing |
| FloatingRateBond | Floating rate bond pricing |
| getQuantLibCapabilities | Return configuration options of the QuantLib library |
| getQuantLibVersion | Return the QuantLib version number |
| ImpliedVolatility | Base class for option-price implied volatility evalution |
| Option | Base class for option price evalution |
| SabrSwaption | SABR swaption using vol cube data with bermudan alternative... |
| Schedule | Schedule generation |
| tsQuotes | Vol Cube Example Data Short time series examples |
| vcube | Vol Cube Example Data |
| ZeroCouponBond | Zero-Coupon bond pricing |
