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_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
divModelObsNoiseMat Source code
divergenceModelR Man page
divergenceModelR-package Man page
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
piotrek-orlowski/divergenceModelR documentation built on June 21, 2017, 6:23 a.m.