API for piotrek-orlowski/divergenceModelR
Divergence pricing and divergence-based affine model estimation
| Global functions | |
|---|---|
| DSQ_sqrtFilter | Man page Source code |
| DS_sqrtFilter | Man page Source code |
| D_sqrtFilter | Man page Source code |
| affineContract_sqrtFilter | Man page Source code |
| affineObservationStateHandler | Source code |
| affineObservationStateHandler_D | Source code |
| affineObservationStateHandler_DS | Source code |
| affineObservationStateHandler_affineContracts | Source code |
| affineObservationStateHandler_cumulant | Source code |
| affineObservationStateHandler_cumulant_D | Source code |
| affineObservationStateHandler_cumulant_DS | Source code |
| affineObservationStateHandler_optionPortfolios | Source code |
| affineObservationStateHandler_optionPortfolios_noStock | Source code |
| affineTransitionStateHandler | Source code |
| condAdd | Man page Source code |
| condCompactify | Man page Source code |
| condGeneratePortfolio | Man page Source code |
| condMultiply | Man page Source code |
| condRegularize | Man page Source code |
| condStockChange | Man page Source code |
| condVolChange | Man page Source code |
| covMatFun | Source code |
| cumulant_DS_sqrtFilter | Source code |
| divModelObsNoiseMat | Source code |
| divergenceSwapRate | Man page Source code |
| divergenceSwapRateCpp | Source code |
| evaluation_VCOVsandwich | Man page Source code |
| evaluation_fittedPrices | Man page Source code |
| evaluation_plotting | Man page Source code |
| filterCaller | Man page |
| glPricer_cpp | Source code |
| hedged.return | Man page Source code |
| integrVarRP | Man page Source code |
| meanVecFun | Source code |
| modLik | Man page |
| modSetup | Man page |
| modelDynamics | Man page Source code |
| modelEvaluation | Man page |
| model_Likelihood_affineContract | Man page Source code |
| model_Likelihood_extraNoise | Man page Source code |
| model_Likelihood_portfolio_extraNoise | Man page Source code |
| model_fellerConditionCheck | Man page Source code |
| model_makeDefaultParameterStructures | Man page Source code |
| model_translateParameters | Man page Source code |
| model_wrapLikelihood_affineContract | Man page Source code |
| model_wrapLikelihood_extraNoise | Man page Source code |
| model_wrapLikelihood_portfolio | Man page Source code |
| momentCondition | Man page Source code |
| portfolio_noStock_simpleFilter | Source code |
| portfolio_noStock_sqrtFilter | Source code |
| portfolio_sqrtFilter | Man page Source code |
| priceVIX | Man page Source code |
| priceVIXFUT | Man page Source code |
| quartSwapRate | Man page Source code |
| quarticitySwapRateCpp | Source code |
| skewSwapRate | Man page Source code |
| skewnessSwapRateCpp | Source code |
| specData_DSQ_1M_6M_0115_extraNoise | Man page Source code |
| specData_DS_1M_6M_0115_extraNoise | Man page Source code |
| specData_D_1M_6M_0115_extraNoise | Man page Source code |
| specData_PF_DSQ_3Mat | Man page Source code |
| specData_PF_D_3Mat | Man page Source code |
| spec_1FtoyModel_extraNoise | Man page Source code |
| spec_3FsepIntModel_erp_extraNoise | Man page Source code |
| spec_3FsepIntModel_erp_portfolio | Man page Source code |
| spec_3FsepIntModel_portfolio_DJ | Man page Source code |
| spec_3FsepIntModel_smpl | Man page Source code |
| testAffineFilter | Source code |
| testSqrtAffineFilter | Source code |
| vixfut | Man page |
