Files in anselmhudde/greeks
Sensitivities of Prices of Financial Options and Implied Volatilities
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.github/workflows/test-coverage.yaml
.gitignore
DESCRIPTION
LICENSE
LICENSE.md
NAMESPACE
NEWS.md
R/BS_European_Greeks.R
R/BS_Geometric_Asian_Greeks.R
R/BS_Implied_Volatility.R
R/BS_Malliavin_Asian_Greeks.R
R/Binomial_American_Greeks.R
R/Greeks.R
R/Greeks_UI.R
R/Implied_Volatility.R
R/Malliavin_Asian_Greeks.R
R/Malliavin_European_Greeks.R
R/Malliavin_Geometric_Asian_Greeks.R
R/RcppExports.R
R/greeks-package.R
R/utils-pipe.R
README.md
codecov.yml
greeks.Rproj
greeks_1.4.2.tar.gz
man/BS_European_Greeks.Rd
man/BS_Geometric_Asian_Greeks.Rd
man/BS_Implied_Volatility.Rd
man/BS_Malliavin_Asian_Greeks.Rd
man/Binomial_American_Greeks.Rd
man/Greeks.Rd
man/Greeks_UI.Rd
man/Implied_Volatility.Rd
man/Malliavin_Asian_Greeks.Rd
man/Malliavin_European_Greeks.Rd
man/Malliavin_Geometric_Asian_Greeks.Rd
man/figures/GreeksUI.png
man/pipe.Rd
src/Binomial_American_Greeks.cpp
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/calc_I.cpp
src/calc_I_1.cpp
src/calc_I_2.cpp
src/calc_I_3.cpp
src/calc_X.cpp
src/calc_XW.cpp
src/calc_log_X.cpp
src/calc_tXW.cpp
src/make_BM.cpp
src/rowCumsums.cpp
tests/testthat.R
tests/testthat/test-BS_European_Greeks.R
tests/testthat/test-BS_Geometric_Asian_Greeks.R
tests/testthat/test-BS_Malliavin_Asian_Greeks.R
tests/testthat/test-Binomial_American_Greeks.R
tests/testthat/test-Greeks.R
tests/testthat/test-Implied_Volatility.R
tests/testthat/test-Malliavin_Asian_Greeks.R
tests/testthat/test-Malliavin_European_Greeks.R
tests/testthat/test-Malliavin_Geometric_Asian_Greeks.R
vignettes/.gitignore
vignettes/GreeksUI.png
vignettes/using_greeks.Rmd
