API for fOptions
Rmetrics - Pricing and Evaluating Basic Options
| Global functions | |
|---|---|
| .BAWAmCallApproxOption | Source code |
| .BAWAmPutApproxOption | Source code |
| .BSAmericanCallApprox | Source code |
| .GBSCofC | Source code |
| .GBSDelta | Source code |
| .GBSGamma | Source code |
| .GBSLambda | Source code |
| .GBSRho | Source code |
| .GBSTheta | Source code |
| .GBSVega | Source code |
| .bawKc | Source code |
| .bawKp | Source code |
| .bsPhi | Source code |
| .fGBSVolatility | Source code |
| .fHN | Source code |
| .fdeltaHN | Source code |
| .fgammaHN | Source code |
| .fstarHN | Source code |
| .getfOptionsEnv | Source code |
| .llhHNGarch | Source code |
| .onAttach | Source code |
| .onLoad | Source code |
| .setfOptionsEnv | Source code |
| BAWAmericanApproxOption | Man page Source code |
| BSAmericanApproxOption | Man page Source code |
| BasicAmericanOptions | Man page |
| BinomialTreeOption | Man page Source code |
| BinomialTreeOptions | Man page |
| BinomialTreePlot | Man page Source code |
| Black76Option | Man page Source code |
| BlackScholesOption | Man page Source code |
| CBND | Man page Source code |
| CND | Man page Source code |
| CRRBinomialTreeOption | Man page Source code |
| GBSCharacteristics | Man page Source code |
| GBSGreeks | Man page Source code |
| GBSOption | Man page Source code |
| GBSVolatility | Man page Source code |
| HNGCharacteristics | Man page Source code |
| HNGGreeks | Man page Source code |
| HNGOption | Man page Source code |
| HestonNandiGarchFit | Man page |
| HestonNandiOptions | Man page |
| JRBinomialTreeOption | Man page Source code |
| LowDiscrepancy | Man page |
| MiltersenSchwartzOption | Man page |
| MonteCarloOption | Man page Source code |
| MonteCarloOptions | Man page |
| NDF | Man page Source code |
| PlainVanillaOptions | Man page |
| RollGeskeWhaleyOption | Man page Source code |
| TIANBinomialTreeOption | Man page Source code |
| arithmeticAsianMCPayoff | Man page |
| fOPTION | Man page |
| fOPTION-class | Man page |
| fOptions | Man page |
| fOptions-package | Man page |
| hngarchFit | Man page Source code |
| hngarchSim | Man page Source code |
| hngarchStats | Man page Source code |
| plainVanillaMCPayoff | Man page |
| print.hngarch | Man page Source code |
| print.option | Man page Source code |
| rnorm.halton | Man page |
| rnorm.pseudo | Man page Source code |
| rnorm.sobol | Man page |
| runif.halton | Man page |
| runif.pseudo | Man page Source code |
| runif.sobol | Man page |
| show,fOPTION-method | Man page |
| summary.fOPTION | Man page Source code |
| summary.hngarch | Man page Source code |
| summary.option | Man page Source code |
| wienerMCPath | Man page |
