API for brianboonstra/ragtop
Pricing Equity Derivatives with Extensions of Black-Scholes

Global functions
AmericanOption Man page
AmericanOption-class Man page
CALL Man page
CallableBond Man page
CallableBond-class Man page
ConvertibleBond Man page
ConvertibleBond-class Man page
CouponBond Man page
CouponBond-class Man page
EquityOption Man page
EquityOption-class Man page
EuropeanOption Man page
EuropeanOption-class Man page
GridPricedInstrument Man page
GridPricedInstrument-class Man page
PUT Man page
Quandl_df_fcn_UST Man page
Quandl_df_fcn_UST_raw Man page
TIME_RESOLUTION_FACTOR Man page
TIME_RESOLUTION_SIGNIF_DIGITS Man page
TSLAMarket Man page
ZeroCouponBond Man page
ZeroCouponBond-class Man page
accelerated_coupon_value Man page
adjust_for_dividends Man page
american Man page
american_implied_volatility Man page
black_scholes_on_term_structures Man page
blackscholes Man page
construct_implicit_grid_structure Man page
construct_tridiagonals Man page
control_variate_pairs Man page
coupon_value_at_exercise Man page
detail_from_AnnivDates Man page
equivalent_bs_vola_to_jump Man page
equivalent_jump_vola_to_bs Man page
find_present_value Man page
fit_to_option_market Man page
fit_to_option_market_df Man page
fit_variance_cumulation Man page
form_present_value_grid Man page
implied_jump_process_volatility Man page
implied_volatilities Man page
implied_volatilities_with_rates_struct Man page
implied_volatility Man page
implied_volatility_with_term_struct Man page
infer_conforming_time_grid Man page
integrate_pde Man page
is.blank Man page
iterate_grid_from_timestep Man page
penalty_with_intensity_link Man page
price_with_intensity_link Man page
ragtop Man page
ragtop-package Man page
shift_for_dividends Man page
spot_to_df_fcn Man page
take_implicit_timestep Man page
time_adj_dividends Man page
timestep_instruments Man page
value_from_prior_coupons Man page
variance_cumulation_from_vols Man page
brianboonstra/ragtop documentation built on June 4, 2019, 12:19 p.m.