API for ThVWh/ralibr
Function library

Global functions
AUMECalendar Man page
AUSYCalendar Man page
CHZHCalendar Man page
Calendar Man page Source code
EUTACalendar Man page
EmptyCalendar Man page
GBLOCalendar Man page
HKHKCalendar Man page
JPTOCalendar Man page
JointCalendar Man page Source code
NOOSCalendar Man page
NZAUCalendar Man page
NZWECalendar Man page
USNYCalendar Man page
V_r Man page Source code
ZBP Man page Source code
actual_360 Man page Source code
actual_365 Man page Source code
actual_actual_isda Man page Source code
adjust Man page Source code
annuity_fixed_leg Man page Source code
annuity_floating_leg Man page Source code
bachelier Man page Source code
bootstrap_cds Man page Source code
bootstrap_quote Man page Source code
bump_curve Man page Source code
businessdayconventions Man page
c.Calendar Source code
c.JointCalendar Source code
calibrate_hull_white_swaption Man page Source code
chinese_new_year Source code
convert_frequency Man page Source code
convert_swaption_vols Man page Source code
date_to_excel Man page Source code
daybasisconventions Man page
delta_t Source code
discount_to_rate Man page Source code
easter_monday Man page Source code
eom Man page Source code
equinox Man page Source code
extract_atoms Source code
fit_swaptions Man page Source code
format.Calendar Source code
format.JointCalendar Source code
forward_rate Man page Source code
forward_swap_rate Man page Source code
generate_schedule Man page Source code
gurrieri_payer_swaption_closed_form Man page Source code
gurrieri_payer_swaption_closed_form_apply Source code
instant_forward Man page Source code
interpolate Man page Source code
is Man page
is.Calendar Man page Source code
is.JointCalendar Man page Source code
is_atomic_period Source code
is_eom Man page Source code
is_good Man page Source code
is_good.AUMECalendar Source code
is_good.AUSYCalendar Source code
is_good.CHZHCalendar Source code
is_good.EUTACalendar Source code
is_good.GBLOCalendar Source code
is_good.HKHKCalendar Source code
is_good.JPTOCalendar Source code
is_good.JointCalendar Source code
is_good.NOOSCalendar Source code
is_good.NZAUCalendar Source code
is_good.NZWECalendar Source code
is_good.USNYCalendar Source code
is_good.default Source code
is_gregorian Source code
is_list_of Source code
is_valid_bdc Man page Source code Source code
is_valid_day_basis Man page Source code
is_valid_stub Source code
jde_to_gregorian Source code
julian_day_to_gregorian Man page Source code
length.Calendar Source code
length.JointCalendar Source code
locale Man page Source code
locale.JointCalendar Source code
locale.default Source code
lognormal Man page Source code
mean_moon_phase Source code
moon_phase_delta Source code
mutate_cond Source code
next_imm Source code
next_moon_phase Source code
parse_date Man page Source code
parse_date_internal Man page Source code
period_length Source code
period_type Source code
print.Calendar Source code
print.JointCalendar Source code
rads Source code
rate_to_discount Man page Source code
shift Man page Source code
shift_single Source code
survival Man page Source code
thirty_360 Man page Source code
thirty_360_eu Man page Source code
thirty_360_eu_isda Man page Source code
thirty_360_eu_plus Man page Source code
thirty_360_us Man page Source code
to_jd Source code
true_moon_phase Source code
tz Man page
tz.Calendar Man page Source code
tz.JointCalendar Man page Source code
value_fixed_leg Man page Source code
value_floating_leg Man page Source code
value_swaption Man page Source code
yearfrac Man page Source code
ThVWh/ralibr documentation built on April 4, 2018, 4:41 a.m.