Man pages for beccau/derivr
A basic R library for calculations on derivatives

bsBaisc bs value option
bs_callValue of a call option
bsimpvFind impvol of an option
bsimpv_callFind impvol of a call option
bsimpv_putFind impvol of a put option
bs_putValue of a put option
delta_callDelta of a call option
delta_putDelta of a put option
gamma_call_putGamma of an option
rho_callRho of a call option
rho_putRho of a put option
theta_callTheta of a call option
theta_putTheta of a put option
vega_call_putVega of an option
beccau/derivr documentation built on Dec. 19, 2021, 7:42 a.m.