inst/unitTests/runit.BinomialTreeOptions.R

In fOptions: Rmetrics - Pricing and Evaluating Basic Options

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# Copyrights (C)
# for this R-port: 
#  1999 - 2007, Diethelm Wuertz, GPL
#  Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#  info@rmetrics.org
#  www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#  see R's copyright and license files
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#  see Rmetrics's copyright file


################################################################################
# FUNCTION:                 DESCRIPTION:
#  CRRBinomialTreeOption     Cox-Ross-Rubinstein Binomial Tree Option Model
#  JRBinomialTreeOption      JR Modfication to the Binomial Tree Option
#  TIANBinomialTreeOption    Tian's Modification to the Binomial Tree Option
# FUNCTION:                 DESCRIPTION:
#  BinomialTreeOption        CRR Binomial Tree Option with Cost of Carry Term
#  BinomialTreePlot          Plots results from the CRR Option Pricing Model
################################################################################


test.CRRBinomialTreeOption = 
function()
{
    # CRRBinomialTreeOption     
    #   Cox-Ross-Rubinstein Binomial Tree Option Model

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.JRBinomialTreeOption = 
function()
{
    # JRBinomialTreeOption      
    #   JR Modfication to the Binomial Tree Option

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.TIANBinomialTreeOption = 
function()
{
    # TIANBinomialTreeOption    
    #   Tian's Modification to the Binomial Tree Option

    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.BinomialTreeOption = 
function()
{
    # BinomialTreeOption        
    #   CRR Binomial Tree Option with Cost of Carry Term
    
    # Return Value:
    return()
}


# ------------------------------------------------------------------------------


test.BinomialTreePlot = 
function()
{
    # BinomialTreePlot          
    #   Plots results from the CRR Option Pricing Model
    
    # Return Value:
    return()
}


################################################################################