Man pages for eddelbuettel/rquantlib
R Interface to the 'QuantLib' Library

AffineSwaptionAffine swaption valuation using several short-rate models
AmericanOptionAmerican Option evaluation using Finite Differences
AmericanOptionImpliedVolatilityImplied Volatility calculation for American Option
AsianOptionAsian Option evaluation using Closed-Form solution
BarrierOptionBarrier Option evaluation using Closed-Form solution
BermudanSwaptionBermudan swaption valuation using several short-rate models
BinaryOptionBinary Option evaluation using Closed-Form solution
BinaryOptionImpliedVolatilityImplied Volatility calculation for Binary Option
BondBase class for Bond price evalution
BondUtilitiesBond parameter conversion utilities
CalendarsCalendar functions from QuantLib
CallableBondCallableBond evaluation
ConvertibleBondConvertible Bond evaluation for Fixed, Floating and Zero...
DiscountCurveReturns the discount curve (with zero rates and forwards)...
EnumDocumentation for parameters
EuropeanOptionEuropean Option evaluation using Closed-Form solution
EuropeanOptionArraysEuropean Option evaluation using Closed-Form solution
EuropeanOptionImpliedVolatilityImplied Volatility calculation for European Option
FittedBondCurveReturns the discount curve (with zero rates and forwards)...
FixedRateBondFixed-Rate bond pricing
FloatingRateBondFloating rate bond pricing
getQuantLibCapabilitiesReturn configuration options of the QuantLib library
getQuantLibVersionReturn the QuantLib version number
ImpliedVolatilityBase class for option-price implied volatility evalution
OptionBase class for option price evalution
SabrSwaptionSABR swaption using vol cube data with bermudan alternative...
ScheduleSchedule generation
tsQuotesVol Cube Example Data Short time series examples
vcubeVol Cube Example Data
ZeroCouponBondZero-Coupon bond pricing
eddelbuettel/rquantlib documentation built on Sept. 1, 2018, 1:16 a.m.