Files in brianboonstra/ragtop
Pricing Equity Derivatives with Extensions of Black-Scholes
.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
NEWS.md
R/american_options.R
R/blackscholes.R
R/calibration.R
R/cashflows.R
R/cc_code.R
R/data.R
R/implicit.R
R/instruments.R
R/ragtop.R
R/term_structures.R
R/util.R
R/zzz.R
README.Rmd
README.md
cran-comments.md
data/TSLAMarket.rda
generated_docs/ragtop_convertibles_in_r.html
generated_docs/ragtop_convertibles_in_r.pdf
man/AmericanOption-class.Rd
man/CALL.Rd
man/CallableBond-class.Rd
man/ConvertibleBond-class.Rd
man/CouponBond-class.Rd
man/EquityOption-class.Rd
man/EuropeanOption-class.Rd
man/GridPricedInstrument-class.Rd
man/PUT.Rd
man/Quandl_df_fcn_UST.Rd
man/Quandl_df_fcn_UST_raw.Rd
man/TIME_RESOLUTION_FACTOR.Rd
man/TIME_RESOLUTION_SIGNIF_DIGITS.Rd
man/TSLAMarket.Rd
man/ZeroCouponBond-class.Rd
man/accelerated_coupon_value.Rd
man/adjust_for_dividends.Rd
man/american.Rd
man/american_implied_volatility.Rd
man/black_scholes_on_term_structures.Rd
man/blackscholes.Rd
man/construct_implicit_grid_structure.Rd
man/construct_tridiagonals.Rd
man/control_variate_pairs.Rd
man/coupon_value_at_exercise.Rd
man/detail_from_AnnivDates.Rd
man/equivalent_bs_vola_to_jump.Rd
man/equivalent_jump_vola_to_bs.Rd
man/find_present_value.Rd
man/fit_to_option_market.Rd
man/fit_to_option_market_df.Rd
man/fit_variance_cumulation.Rd
man/form_present_value_grid.Rd
man/implied_jump_process_volatility.Rd
man/implied_volatilities.Rd
man/implied_volatilities_with_rates_struct.Rd
man/implied_volatility.Rd
man/implied_volatility_with_term_struct.Rd
man/infer_conforming_time_grid.Rd
man/integrate_pde.Rd
man/is.blank.Rd
man/iterate_grid_from_timestep.Rd
man/penalty_with_intensity_link.Rd
man/price_with_intensity_link.Rd
man/ragtop.Rd
man/shift_for_dividends.Rd
man/spot_to_df_fcn.Rd
man/take_implicit_timestep.Rd
man/time_adj_dividends.Rd
man/timestep_instruments.Rd
man/value_from_prior_coupons.Rd
man/variance_cumulation_from_vols.Rd
papers/.gitignore
papers/converts.bib
papers/pricing_and_calibration_equity_linked_debt.Rmd
ragtop.Rproj
tests/testthat.R
tests/testthat/test_blackscholes.R
tests/testthat/test_calibration.R
tests/testthat/test_cashflows.R
tests/testthat/test_convertibles.R
tests/testthat/test_grid_solver.R
tests/testthat/test_options.R
tests/testthat/test_payoffs.R
tests/testthat/test_term_structures.R
vignettes/Figs/grid_cb_plot-1.pdf
vignettes/converts.bib
vignettes/ragtop_convertibles_in_r.R
vignettes/ragtop_convertibles_in_r.Rmd
vignettes/ragtop_convertibles_in_r.pdf
vignettes/ragtop_convertibles_in_r.tex
