API for SMFI5
R functions and data from Chapter 5 of 'Statistical Methods for Financial Engineering'
| Global functions | |
|---|---|
| LogLikCIR | Man page |
| LogLikFeller | Man page |
| LogLikOU | Man page |
| LogLikVasicek | Man page |
| bond.cir | Man page |
| bond.vasicek | Man page |
| data.cir | Man page |
| data.vasicek | Man page |
| est.cir | Man page |
| est.feller | Man page |
| est.ou | Man page |
| est.vasicek | Man page |
| get.cir.param | Man page |
| get.vasicek.param | Man page |
| num.jacobian | Man page |
| sim.cir | Man page |
| sim.n.chi2 | Man page |
| sim.vasicek | Man page |
