API for klausspanderen/RHestonSLV
R Implementation of the Heston Stochastic Local Volatility Model
| Global functions | |
|---|---|
| .onLoad | Source code |
| HestonLocalVolSurface | Man page |
| HestonProcess | Man page Source code |
| HestonSLVFDMModel | Man page |
| HestonSLVFDMParams | Man page Source code |
| HestonSLVMCModel | Man page |
| HestonSLVMCParams | Man page Source code |
| cf | Source code |
| hestonSLVBarrierPricer | Man page Source code |
| hestonSLVBarrierPricer.default | Man page |
| hestonSLVDoubleNoTouchBarrierPricer | Man page Source code |
| hestonSLVDoubleNoTouchBarrierPricer.default | Man page |
| hestonSLVForwardOptionPricer | Man page |
| hestonSLVForwardOptionPricer.default | Man page |
| hestonSLVOptionPricer | Man page Source code |
| hestonSLVOptionPricer.default | Man page |
| leverageFunction | Source code |
| leverageValue | Source code |
