R/RcppExports.R

Defines functions BS_fit_cpp merton_ll_cpp get_underlying_cpp BS_call_cpp

# Generated by using Rcpp::compileAttributes() -> do not edit by hand
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

BS_call_cpp <- function(V, D, T, r, vol) {
    .Call(`_DtD_BS_call_cpp`, V, D, T, r, vol)
}

get_underlying_cpp <- function(S, D, T, r, vol, tol) {
    .Call(`_DtD_get_underlying_cpp`, S, D, T, r, vol, tol)
}

merton_ll_cpp <- function(S, D, T, r, time, vol, mu, tol) {
    .Call(`_DtD_merton_ll_cpp`, S, D, T, r, time, vol, mu, tol)
}

BS_fit_cpp <- function(S, D, T, r, time, vol_start, method, tol, eps) {
    .Call(`_DtD_BS_fit_cpp`, S, D, T, r, time, vol_start, method, tol, eps)
}
boennecd/DtD documentation built on Nov. 9, 2020, 6:23 p.m.