Files in grfiv/ustreasuries
Treasury Data Download, Fixed-Income Models and Derivative Analyses

.Rbuildignore
DESCRIPTION
LICENSE
NAMESPACE
NEWS.md R/BSM.R R/BSM_utilities.R R/BondMath.R R/PrintYieldCurves.R R/download_rates.R
R/sysdata.rda
R/ustreasuries.R README.Rmd README.md
Wiki_images/DeltaThetaGamma.png
Wiki_images/deltaplot.png
Wiki_images/gamma.png
Wiki_images/rhoprice.png
Wiki_images/thetacall.png
Wiki_images/vegaprice.png
Wiki_images/vegasigma.png
cran-comments.md
data-raw/FRB_H15.csv
data-raw/FRB_H15_1962-2015.csv
data-raw/FedInvestHistory.R data-raw/FedInvestHistory_bring_to_current.R data-raw/HistoricalTreasuryData.Rmd
inst/CITATION
man/APY.Rd man/CAGR.Rd man/CMTrates.Rd man/CallParity.Rd man/CoerceFedInvest_xts.Rd man/DeltaCall.Rd man/DeltaPut.Rd man/EuroCall.Rd man/EuroCallVol.Rd man/EuroPut.Rd man/EuroPutVol.Rd man/FedInvestData.Rd man/ForwardPrice.Rd man/ForwardRate.Rd man/Gamma.Rd man/InTheMoneyCall.Rd man/InTheMoneyPut.Rd man/IntrinsicValueCall.Rd man/IntrinsicValuePut.Rd man/NSzeros.Rd man/Price.Rd man/PrintYieldCurves.Rd man/PutParity.Rd man/RandN.Rd man/RandN_ssdt.Rd man/RhoCall.Rd man/RhoPut.Rd man/RiskNeutralProb.Rd man/SP500.Rd man/SP500TR.Rd man/ThetaCall.Rd man/ThetaPut.Rd man/TimeValueCall.Rd man/TimeValuePut.Rd man/Vega.Rd man/YTM.Rd man/YearsMonthsDays.Rd man/Zbootstrap.Rd man/dOne.Rd man/dTwo.Rd man/discount_factor.Rd man/en.Rd
man/figures/nsrates.png
man/figures/svrates.png
man/interest_rate.Rd man/nprime.Rd man/phi.Rd man/r_continuous.Rd man/r_discrete.Rd man/spot_rate.Rd man/ustreasuries.Rd tests/testthat.R tests/testthat/test-BSM-utilities.R tests/testthat/test-BSM.R tests/testthat/test-bond-math.R tests/testthat/test-download.R vignettes/black-scholes-merton.Rmd vignettes/cmt-rates.Rmd vignettes/plot-10year.Rmd vignettes/summary.Rmd vignettes/utilities.Rmd vignettes/veronesi-ch02.Rmd vignettes/yield-curves.Rmd
grfiv/ustreasuries documentation built on May 17, 2019, 8:36 a.m.