Files in piotrek-orlowski/affineModelR

Affine Jump Diffusion Models for R

.gitignore

DESCRIPTION

LICENSE

NAMESPACE

R/ODEstructs.R R/RcppExports.R R/affineSimulate.R R/charFunEval.R R/finiteDifferenceDerivatives.R R/jumpDiffusionODEs.R R/jumpTransforms.R R/parallelisingWrappers.R R/solveExtendedODE.R R/solveODE.R R/specMakers.R README.md

data/affine-parameters-atf2015.RData

data/affine-parameters-bates2006.RData

data/affine-parameters-ejp2003.RData

data/affine-parameters-jt2010.RData

data/heston-parameters.RData

inst/doc/affineModel.tex

inst/include/affineCF.h

inst/include/affineModelR.h

inst/include/expm1c.h

inst/include/jumpGenerator.h

inst/include/jumpTransform.h

inst/include/jumpTransformTaylor.h

inst/tests/examples-CF-2.R inst/tests/examples-CF.R inst/tests/likelihood-of-factors.R inst/tests/pointer-tests.R inst/tests/test-ODE-solver.R inst/tests/test-ODE-with-risk-Premium.R inst/tests/test-affine-sim-P.R inst/tests/test-negexp-jump.R man/ODEstructs.Rd man/ODEstructsForSim.Rd man/affineCFandDerivs.Rd man/affineModelR-package.Rd man/affineSimulate.Rd man/expNormJumpTransform.Rd man/fdCoefficients.Rd man/jumpDiffODEs.Rd man/makePositiveDefinite.Rd man/parallelWrapper.Rd man/solveExtendedODE.Rd man/solveODE.Rd

src/Makevars

src/Makevars.win

src/RcppExports.cpp

src/affineCF.cpp

src/affineCFderivs.cpp

src/affineSimulate.cpp

src/expm1c.cpp

src/jumpGenerator.cpp

src/jumpTransform.cpp

src/jumpTransformTaylor.cpp

src/makePosDef.cpp

src/makePosDef.h

src/passCppPointerToR.cpp

src/solveODE.cpp

piotrek-orlowski/affineModelR documentation built on July 11, 2022, 3:25 p.m.