API for anselmhudde/greeks
Sensitivities of Prices of Financial Options and Implied Volatilities
| Global functions | |
|---|---|
| %>% | Man page |
| BS_European_Greeks | Man page Source code |
| BS_Geometric_Asian_Greeks | Man page Source code |
| BS_Implied_Volatility | Man page Source code |
| BS_Malliavin_Asian_Greeks | Man page Source code |
| Binomial_American_Greeks | Man page Source code |
| Binomial_American_Greeks_cpp | Source code |
| Greeks | Man page Source code |
| Greeks_UI | Man page Source code |
| Implied_Volatility | Man page Source code |
| Malliavin_Asian_Greeks | Man page Source code |
| Malliavin_European_Greeks | Man page Source code |
| Malliavin_Geometric_Asian_Greeks | Man page Source code |
| calc_I | Source code |
| calc_I_1 | Source code |
| calc_I_2 | Source code |
| calc_I_3 | Source code |
| calc_X | Source code |
| calc_XW | Source code |
| calc_log_X | Source code |
| calc_tXW | Source code |
| make_BM | Source code |
| rowCumsums | Source code |
