API for ragtop
Pricing Equity Derivatives with Extensions of Black-Scholes

Global functions
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
equivalent_bs_vola_to_jump Man page Source code
equivalent_jump_vola_to_bs Man page Source code
find.stock.returns 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
generate.stock.prices Source code
generate.stock.returns 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
onAttach Source code
onLoad 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
ragtop documentation built on May 29, 2017, 2:53 p.m.