API for lampoverde/Der
Derivatives and Structured Products

Global functions
B76 Source code
B76_all Source code
BS Source code
BSM Source code
BSM_all Source code
BS_all Source code
GBS Source code
GBS_all Source code
GK Source code
GK_all Source code
asian Source code
at Source code
at.matrix Source code
at.numeric Source code
at_mand Source code
autocallable Source code
barrOption Source code Source code
basket Source code
bond_price Source code
bootstrap Source code
call_asian Source code
callput Source code
callspread Source code Source code Source code
callspread2 Source code
capGar Source code
certPlus Source code Source code
delta1 Source code
depo2df Source code
df2fwd Source code
df2zero Source code
digitalCall Source code Source code
digitalPut Source code Source code
disc Source code
discFix Source code
dupireTimeVar Source code
first Source code
fra2df Source code
gbmFixed Source code
gbmTimeVar Source code
gbmTimeVar_RCPP Source code
gbmVectTimeVar Source code
genGrid Source code
hello Man page
irfut2df Source code
last Source code
lin_interp Source code
loglin_interp Source code
logret Source code
mc Source code
mc_pi Source code
perf Source code
put Source code Source code
putspread Source code Source code
rcpp_hello Man page
rend Source code
runExample Source code
struttura Source code
zero2df Source code
zero2fwd Source code
lampoverde/Der documentation built on Jan. 8, 2018, 12:01 p.m.