sld: Constructor of sld class

In ecd: Elliptic Lambda Distribution and Option Pricing Model

Constructor of sld class

Description

Construct an sld-class by providing the required parameters. The qsld constructor is also provided by hiding and defaulting lambda to 4.

Usage

sld(t = 1, nu0 = 0, theta = 1, convo = 1, beta.a = 0, mu = 0, lambda = 4)

qsld(t = 1, nu0 = 0, theta = 1, convo = 1, beta.a = 0, mu = 0)

Arguments

t	numeric, the time parameter. Must be positive. Default: 1.
nu0	numeric, the floor volatility parameter. Must be positive. Default: 0.
theta	numeric, the volatility scale parameter. Must be positive. Default: 1.
convo	numeric, the convolution parameter. Must be positive. Default: 1.
beta.a	numeric, the skewness parameter. Default: 0.
mu	numeric, the location parameter. Default: 0.
lambda	numeric, the lambda parameter. Must be positive. Default: 4.

Value

an object of sld class

Author(s)

Stephen H-T. Lihn

Examples

d <- sld()
d <- qsld()

ecd documentation built on May 10, 2022, 1:07 a.m.