API for ragtop
Pricing Equity Derivatives with Extensions of Black-Scholes
| Global functions | |
|---|---|
| .onAttach | Source code |
| .onLoad | Source code |
| AmericanOption | Man page |
| AmericanOption-class | Man page |
| CALL | Man page |
| CallableBond | Man page |
| CallableBond-class | Man page |
| ConvertibleBond | Man page |
| ConvertibleBond-class | Man page |
| CouponBond | Man page |
| CouponBond-class | Man page |
| EquityOption | Man page |
| EquityOption-class | Man page |
| EuropeanOption | Man page |
| EuropeanOption-class | Man page |
| GridPricedInstrument | Man page |
| GridPricedInstrument-class | Man page |
| PUT | Man page |
| Quandl_df_fcn_UST | Man page Source code |
| Quandl_df_fcn_UST_raw | Man page Source code |
| TIME_RESOLUTION_FACTOR | Man page |
| TIME_RESOLUTION_SIGNIF_DIGITS | Man page |
| TSLAMarket | Man page |
| ZeroCouponBond | Man page |
| ZeroCouponBond-class | Man page |
| accelerated_coupon_value | Man page Source code |
| adjust_for_dividends | Man page Source code |
| american | Man page Source code |
| american_implied_volatility | Man page Source code |
| black_scholes_on_term_structures | Man page Source code |
| blackscholes | Man page Source code |
| construct_implicit_grid_structure | Man page Source code |
| construct_tridiagonals | Man page Source code |
| control_variate_pairs | Man page Source code |
| coupon_value_at_exercise | Man page Source code |
| detail_from_AnnivDates | Man page Source code |
| equivalent_bs_vola_to_jump | Man page Source code |
| equivalent_jump_vola_to_bs | Man page Source code |
| find_present_value | Man page Source code |
| fit_to_option_market | Man page Source code |
| fit_to_option_market_df | Man page Source code |
| fit_variance_cumulation | Man page Source code |
| form_present_value_grid | Man page Source code |
| implied_jump_process_volatility | Man page Source code |
| implied_volatilities | Man page |
| implied_volatilities_with_rates_struct | Man page Source code |
| implied_volatility | Man page Source code |
| implied_volatility_with_term_struct | Man page Source code |
| infer_conforming_time_grid | Man page Source code |
| integrate_pde | Man page Source code |
| is.blank | Man page Source code |
| iterate_grid_from_timestep | Man page Source code |
| log_layout_fcn | Source code |
| penalty_with_intensity_link | Man page Source code |
| price_with_intensity_link | Man page Source code |
| ragtop | Man page |
| ragtop-package | Man page |
| shift_for_dividends | Man page Source code |
| size_in_dimension | Source code |
| spot_to_df_fcn | Man page Source code |
| take_implicit_timestep | Man page Source code |
| time_adj_dividends | Man page Source code |
| timestep_instruments | Man page Source code |
| value_from_prior_coupons | Man page Source code |
| variance_cumulation_from_vols | Man page Source code |
