barrier: Sample Data for Barrier Option Pricing
In PierreNGM/RCBBarrierOptionPricing: Tools For Barrier Option Pricing
barrier R Documentation
Sample Data for Barrier Option Pricing
Description
Data set provided by Olga containign the caraterisitccs of the Barrier options and the QuantLib and RCB prices of those underlying options.
Usage
barrier
Format
A dataset with 12 variables , which are:
- UNDER
- STRIKE
- BARRIER
- EXPIRY
- VOL
- DY
- INTEREST
- COR_FX
- VOL_FX
- FIXING
- PriceRCB
- PriceQLIB
PierreNGM/RCBBarrierOptionPricing documentation built on April 19, 2022, 12:03 a.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| barrier | R Documentation |
Sample Data for Barrier Option Pricing
Description
Data set provided by Olga containign the caraterisitccs of the Barrier options and the QuantLib and RCB prices of those underlying options.
Usage
barrier
Format
A dataset with 12 variables , which are:
- UNDER
- STRIKE
- BARRIER
- EXPIRY
- VOL
- DY
- INTEREST
- COR_FX
- VOL_FX
- FIXING
- PriceRCB
- PriceQLIB
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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