Man pages for Lcolzani98/OptionPricingFunctions
Option Pricing Functions
| AoN | Price of an Asset or Nothing Option |
| APO | Price of an American Perpetual Option |
| BAWApproximation | Quadratic approximation method by Barone-Adesi and Whaley for... |
| Black76_F | BlacK 76-F formula |
| CashorNothing | Price of a Cash or Nothing Option |
| Chooser | Price of a Chooser Option |
| CPO | Price of a Capped Power Option |
| DoubleBarrier | Price of a Double-barrier Option |
| EnergySwapoptions | Price of a Energy Swapoptions |
| ES | Price of an Energy Swap/Forward |
| EuropeanBinomial | Price of a European Binomial Option |
| EuropeanStandardMonteCarlo | European Option price computed using Monte Carlo simulation |
| FSO | Price of a Forward Start Option |
| Gap | Price of a Gap Option |
| GARO | Price of a Geometric Average Rate Option |
| GeneralizedBlackScholes | Generalized BlackScholes formula |
| Margrabe | Margrabe formula for option pricing |
| OptionPricingFunctions-package | Option Pricing Functions |
| PO | Price of a Product Option |
| Powered | Price of a Powered Option |
| SOA | Spread Option Approximation |
| SPO | Price of a Standard Power Option |
| Supershare | Price of a Supershare Option |
| SWPTN | Price of a Swaption |
| TrinomialTree | Trinomial Tree option pricing |
