API for eddelbuettel/rquantlib
R Interface to the 'QuantLib' Library

Global functions
AffineSwaption Man page Source code
AffineSwaption.default Man page Source code
AmericanOption Man page Source code
AmericanOption.default Man page Source code
AmericanOptionImpliedVolatility Man page Source code
AmericanOptionImpliedVolatility.default Man page Source code
AsianOption Man page Source code
AsianOption.default Man page Source code
BarrierOption Man page Source code
BarrierOption.default Man page Source code
BermudanSwaption Man page Source code
BermudanSwaption.default Man page Source code
BinaryOption Man page Source code
BinaryOption.default Man page Source code
BinaryOptionImpliedVolatility Man page Source code
BinaryOptionImpliedVolatility.default Man page Source code
Bond Man page
CFlags Source code
CallableBond Man page Source code
CallableBond.default Man page Source code
ConvertibleFixedCouponBond Man page Source code
ConvertibleFixedCouponBond.default Man page Source code
ConvertibleFloatingCouponBond Man page Source code
ConvertibleFloatingCouponBond.default Man page Source code
ConvertibleZeroCouponBond Man page Source code
ConvertibleZeroCouponBond.default Man page Source code
CreateSchedule Source code
DiscountCurve Man page Source code
DiscountCurve.default Man page Source code
Enum Man page
EuropeanOption Man page Source code
EuropeanOption.default Man page Source code
EuropeanOptionArrays Man page Source code
EuropeanOptionImpliedVolatility Man page Source code
EuropeanOptionImpliedVolatility.default Man page Source code
FittedBondCurve Man page Source code
FittedBondCurve.default Man page Source code
FixedRateBond Man page Source code
FixedRateBond.default Man page Source code
FixedRateBondPriceByYield Man page Source code
FixedRateBondPriceByYield.default Man page Source code
FixedRateBondYield Man page Source code
FixedRateBondYield.default Man page Source code
FixedRateWithPrice Source code
FixedRateWithRebuiltCurve Source code
FixedRateWithYield Source code
FloatBond1 Source code
FloatBond2 Source code
FloatBond3 Source code
FloatBond4 Source code
FloatingRateBond Man page Source code
FloatingRateBond.default Man page Source code
ImpliedVolatility Man page
LdFlags Source code
Option Man page
SabrSwaption Man page Source code
SabrSwaption.default Man page Source code
Schedule Man page Source code
Schedule.default Man page Source code
ZeroBondWithRebuiltCurve Source code
ZeroCouponBond Man page Source code
ZeroCouponBond.default Man page Source code
ZeroPriceByYield Man page Source code
ZeroPriceByYield.default Man page Source code
ZeroYield Man page Source code
ZeroYield.default Man page Source code
adjust Man page Source code
advance Man page Source code
advance1 Source code
advance2 Source code
advanceDate Man page Source code
affineWithRebuiltCurveEngine Source code
americanOptionEngine Source code
americanOptionImpliedVolatilityEngine Source code
asianOptionEngine Source code
barrierOptionEngine Source code
bermudanFromYieldEngine Source code
bermudanWithRebuiltCurveEngine Source code
binaryOptionEngine Source code
binaryOptionImpliedVolatilityEngine Source code
businessDay Man page Source code
businessDaysBetween Man page Source code
calibrateHullWhiteUsingCapsEngine Source code
calibrateHullWhiteUsingSwapsEngine Source code
callableBondEngine Source code
convertibleFixedBondEngine Source code
convertibleFloatingBondEngine Source code
convertibleZeroBondEngine Source code
dayCount Man page Source code
discountCurveEngine Source code
endOfMonth Man page Source code
europeanOptionArraysEngine Source code
europeanOptionEngine Source code
europeanOptionImpliedVolatilityEngine Source code
fittedBondCurveEngine Source code
fixedRateBondPriceByYieldEngine Source code
fixedRateBondYieldByPriceEngine Source code
floatingWithRebuiltCurveEngine Source code
getEndOfMonth Man page Source code
getHolidayList Man page Source code
getQuantLibCapabilities Man page Source code
getQuantLibVersion Man page Source code
holidayList Man page Source code
hullWhiteCalibrateUsingCap Source code
hullWhiteCalibrateUsingSwap Source code
inlineCxxPlugin Source code
isBusinessDay Man page Source code
isEndOfMonth Man page Source code
isHoliday Man page Source code
isWeekend Man page Source code
matchBDC Man page Source code
matchCompounding Man page Source code
matchDateGen Man page Source code
matchDayCounter Man page Source code
matchDurationType Source code
matchFloatFrequency Source code
matchFrequency Man page Source code
matchParams Man page Source code
oldEuropeanOptionArrays Man page Source code
onAttach Source code
onLoad Source code
plot.Bond Man page Source code
plot.DiscountCurve Man page Source code
plot.FittedBondCurve Man page
plot.Option Man page Source code Source code
plotOptionSurface Man page Source code
print.Bond Man page Source code
print.FixedRateBond Man page Source code
print.ImpliedVolatility Man page Source code
print.Option Man page Source code Source code
sabrengine Source code
setCalendarContext Man page Source code
setEvaluationDate Man page Source code
summary.BKTree Man page Source code
summary.BKTreeAffineSwaption Man page Source code
summary.Bond Man page Source code
summary.G2Analytic Man page Source code
summary.G2AnalyticAffineSwaption Man page Source code
summary.HWAnalytic Man page Source code
summary.HWAnalyticAffineSwaption Man page Source code
summary.HWTree Man page Source code
summary.HWTreeAffineSwaption Man page Source code
summary.ImpliedVolatility Man page Source code
summary.Option Man page Source code Source code
tsQuotes Man page
unitTestSetup Source code
vcube Man page
volDF2CubeK Source code
yearFraction Man page Source code
zeroPriceByYieldEngine Source code
zeroYieldByPriceEngine Source code
zeroprice Source code
zeroyield Source code
eddelbuettel/rquantlib documentation built on Nov. 8, 2017, 3:16 p.m.