API for fExoticOptions
Rmetrics - Pricing and Evaluating Exotic Option
| Global functions | |
|---|---|
| .EOnEOption.CriticalPart2 | Source code |
| .EOnEOption.CriticalPart3 | Source code |
| .EOnEOption.CriticalPrice | Source code |
| .onAttach | Source code |
| AmericanExchangeOption | Man page Source code |
| AsianOptions | Man page |
| AssetOrNothingOption | Man page Source code |
| BarrierOptions | Man page |
| BinaryBarrierOption | Man page Source code |
| BinaryOptions | Man page |
| CashOrNothingOption | Man page Source code |
| ComplexChooserOption | Man page Source code |
| CurrencyTranslatedOptions | Man page |
| DiscreteBarrierOption | Man page Source code |
| DoubleBarrierOption | Man page Source code |
| EquityLinkedFXOption | Man page Source code |
| EuropeanExchangeOption | Man page Source code |
| ExchangeOnExchangeOption | Man page Source code |
| ExecutiveStockOption | Man page Source code |
| ExtremeSpreadOption | Man page Source code |
| FEInDomesticFXOption | Man page Source code |
| FixedStrikeLookbackOption | Man page Source code |
| FloatingStrikeLookbackOption | Man page Source code |
| ForwardStartOption | Man page Source code |
| GapOption | Man page Source code |
| GeometricAverageRateOption | Man page Source code |
| HolderExtendibleOption | Man page Source code |
| LevyAsianApproxOption | Man page Source code |
| LookBarrierOption | Man page Source code |
| LookbackOptions | Man page |
| MultipleAssetsOptions | Man page |
| MultipleExercisesOptions | Man page |
| OptionOnOption | Man page Source code |
| PTFixedStrikeLookbackOption | Man page Source code |
| PTFloatingStrikeLookbackOption | Man page Source code |
| PTSingleAssetBarrierOption | Man page Source code |
| PTTwoAssetBarrierOption | Man page Source code |
| QuantoOption | Man page Source code |
| RatchetOption | Man page Source code |
| SimpleChooserOption | Man page Source code |
| SoftBarrierOption | Man page Source code |
| SpreadApproxOption | Man page Source code |
| StandardBarrierOption | Man page Source code |
| SuperShareOption | Man page Source code |
| TakeoverFXOption | Man page Source code |
| TimeSwitchOption | Man page Source code |
| TurnbullWakemanAsianApproxOption | Man page Source code |
| TwoAssetBarrierOption | Man page Source code |
| TwoAssetCashOrNothingOption | Man page Source code |
| TwoAssetCorrelationOption | Man page Source code |
| TwoRiskyAssetsOption | Man page Source code |
| WriterExtendibleOption | Man page Source code |
