Files in ragtop
Pricing Equity Derivatives with Extensions of Black-Scholes

inst
inst/doc
inst/doc/ragtop_convertibles_in_r.R inst/doc/ragtop_convertibles_in_r.Rmd inst/doc/ragtop_convertibles_in_r.pdf
tests
tests/testthat.R
tests/testthat
tests/testthat/test_convertibles.R tests/testthat/test_cashflows.R tests/testthat/test_blackscholes.R tests/testthat/test_options.R tests/testthat/test_term_structures.R tests/testthat/test_grid_solver.R tests/testthat/test_payoffs.R tests/testthat/test_calibration.R
NAMESPACE
data
data/TSLAMarket.rda
R
R/term_structures.R R/Untitled.R R/data.R R/cc_code.R R/american_options.R R/ragtop.R R/instruments.R R/calibration.R R/util.R R/cashflows.R R/blackscholes.R R/zzz.R R/implicit.R
vignettes
vignettes/ragtop_convertibles_in_r.Rmd
vignettes/converts.bib
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/implied_volatilities_with_rates_struct.Rd man/implied_volatilities.Rd man/is.blank.Rd man/timestep_instruments.Rd man/construct_implicit_grid_structure.Rd man/Quandl_df_fcn_UST_raw.Rd man/blackscholes.Rd man/coupon_value_at_exercise.Rd man/GridPricedInstrument-class.Rd man/iterate_grid_from_timestep.Rd man/implied_volatility.Rd man/TSLAMarket.Rd man/form_present_value_grid.Rd man/AmericanOption-class.Rd man/implied_jump_process_volatility.Rd man/ZeroCouponBond-class.Rd man/construct_tridiagonals.Rd man/Quandl_df_fcn_UST.Rd man/accelerated_coupon_value.Rd man/TIME_RESOLUTION_FACTOR.Rd man/ConvertibleBond-class.Rd man/CouponBond-class.Rd man/PUT.Rd man/EuropeanOption-class.Rd man/EquityOption-class.Rd man/find_present_value.Rd man/fit_variance_cumulation.Rd man/penalty_with_intensity_link.Rd man/implied_volatility_with_term_struct.Rd man/shift_for_dividends.Rd man/fit_to_option_market.Rd man/equivalent_jump_vola_to_bs.Rd man/time_adj_dividends.Rd man/spot_to_df_fcn.Rd man/take_implicit_timestep.Rd man/adjust_for_dividends.Rd man/integrate_pde.Rd man/equivalent_bs_vola_to_jump.Rd man/value_from_prior_coupons.Rd man/CallableBond-class.Rd man/american.Rd man/infer_conforming_time_grid.Rd man/CALL.Rd man/variance_cumulation_from_vols.Rd man/TIME_RESOLUTION_SIGNIF_DIGITS.Rd man/ragtop.Rd man/control_variate_pairs.Rd man/american_implied_volatility.Rd man/price_with_intensity_link.Rd man/fit_to_option_market_df.Rd man/black_scholes_on_term_structures.Rd
ragtop documentation built on May 29, 2017, 2:53 p.m.