Man pages for TomAspinall/TSE
N-Factor Commodity Pricing Models
| A_T | Calculate A(T) |
| CN.Oil | CN.Oil Dataset: Crude Oil Futures pricing and modeling Data... |
| cov_func | model_covariance: (formerly cov_func) |
| CPM.bounds | CPM.bounds |
| CPM.Kalman.filter | CPM.Kalman.filter |
| CPM.MLE | N-Factor Model Parameter Estimation through the Kalman Filter... |
| CPM.Parameters | Specify parameters of N-factor model |
| European.Option.Value | European.Option.Value |
| Futures.Price.Forecast | Futures.Price.Forecast |
| Futures.Price.Simulate | Futures.Price.Simulate: |
| Spot.Price.Forecast | Spot.Price.Forecast |
| Spot.Price.Simulate | Spot.Price.Simulate |
| SS.Oil | SS.Oil |
| Stitch.Contracts | Stitch Futures Contracts |
| TSFit.Volatility | Volatility Term Structure of futures returns |
