| APY | Convert CMT to APY |
| CAGR | Compound Annual Growth Rate |
| CallParity | Call prices derived from put-call parity |
| CMTrates | Download Constant-Maturity Treasury (CMT) rates |
| CoerceFedInvest_xts | Coerce a slice of FedInvest data to xts |
| DeltaCall | Delta of a European Call Option |
| DeltaPut | Delta of a European Put Option |
| discount_factor | Calculate discount factor Z(t, T) |
| dOne | The d1 component of the Black-Scholes-Merton formula |
| dTwo | The d2 component of the Black-Scholes-Merton formula |
| en | N: the Standard Normal CDF |
| EuroCall | European Call |
| EuroCallVol | Implied Volatility for a European Call Option |
| EuroPut | European Put |
| EuroPutVol | Implied Volatility for a European Put Option |
| FedInvestData | Return treasury bond price data from 2010 |
| ForwardPrice | Forward price |
| ForwardRate | Forward rate |
| Gamma | Gamma of a European Option; convexity, curvature |
| interest_rate | Calculate annualized interest rate r(t, T) from a discount... |
| InTheMoneyCall | Is a call option in the money? |
| InTheMoneyPut | Is a put option in the money? |
| IntrinsicValueCall | Intrinsic value of a call option |
| IntrinsicValuePut | Intrinsic value of a put option |
| nprime | N': the first derivative of N(x) ... the Standard Normal PDF |
| NSzeros | Convert rates to discount factors Z(0, T) |
| phi | Numerical Derivation of the Standard Normal CDF |
| Price | Bond Price |
| PrintYieldCurves | Print yield curves |
| PutParity | Put prices derived from put-call parity |
| RandN | Produces a standard normal random variable 'epsilon' |
| RandN_ssdt | Produces a standard normal random normal variable epsilon... |
| r_continuous | Convert TO continuous compounding FROM discrete |
| r_discrete | Convert TO discrete compounding FROM continuous |
| RhoCall | Rho of a European Call Option |
| RhoPut | Rho of a European Put Option |
| RiskNeutralProb | Binomial tree risk-neutral probability |
| SP500 | Daily S&P 500 data from Jan 3, 1950 to present |
| SP500TR | Daily S&P 500 Total Return data from Jan 4, 1988 to present |
| spot_rate | Derive Spot Rate from Discount Factor and Fractional Years |
| ThetaCall | Theta of a European Call Option |
| ThetaPut | Theta of a European Put Option |
| TimeValueCall | Time Value of a European Call Option |
| TimeValuePut | Time Value of a European Put Option |
| ustreasuries | US Treasury bond analysis |
| Vega | Vega of a European Option |
| YearsMonthsDays | Convert fractional years into a lubridate period object |
| YTM | Yield To Maturity |
| Zbootstrap | Use the Booststrap Method to determine discount factors Z(0,... |
