Man pages for pedroguarderas/CFINI
Computational finance routines

cf_adapt_gridExponential grid
cf_amortizationComputing amortization
cf_black_scholes_solv_cnsBlack-Scholes solver
cf_diff_solv_cnsDiffusion solver with Crank-Nicolson scheme
cf_diff_solv_eulsDiffusion solver with implicit Euler scheme
cf_edo_solv_precorOrdinary differenatial equation solver
cf_elem_securityElementary securities
CFINI-packageCFINI
cf_latticeMultinomial lattice
cflattice_classAn S4 class for lattice
cf_lattice_pricingOption pricing with the multinomial model
cf_psor_solvPSOR algorithm
cf_treeMultinomial tree
cf_tree_pricingPricing options with a multinomial tree
cf_tri_diag_solvTridiagonal solver
cf_uniform_gridUniform grid
cf_wienerBrownian motion
pedroguarderas/CFINI documentation built on Feb. 16, 2024, 2:17 p.m.