API for SMFI5
R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'

Global functions
LogLikCIR Man page Source code
LogLikFeller Man page Source code
LogLikOU Man page Source code
LogLikVasicek Man page Source code Source code
bond.cir Man page Source code
bond.vasicek Man page Source code
data.cir Man page
data.vasicek Man page
est.cir Man page Source code
est.feller Man page Source code
est.ou Man page Source code
est.vasicek Man page Source code
get.cir.param Man page Source code
get.vasicek.param Man page Source code
num.jacobian Man page Source code
sim.cir Man page Source code
sim.n.chi2 Man page Source code
sim.vasicek Man page Source code
SMFI5 documentation built on May 30, 2017, 1:51 a.m.