Files in piotrek-orlowski/divergenceModelR
Divergence pricing and divergence-based affine model estimation

.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/RcppExports.R R/VIXfutures.R R/condRegularize.R R/conditionGeneratePortfolio.R R/conditionManipulateAdd.R R/conditionManipulateCompactiffy.R R/conditionManipulateMultiply.R R/conditionStockChange.R R/conditionVolChange.R R/divergenceModelR-internal.R R/divergencePricing.R R/hedgedReturn.R R/integrVarRP.R R/meanAndcovList.R R/modelEvaluation.R R/modelSpecificationAndEstimation.R R/momentCondition.R R/specMakers.R README.md
inst/include/divergenceModelR.h
inst/test/testing-UKF-2Fmodel.R inst/test/testing-UKFimplementation.R inst/test/testing-portfolio-state-dynamics-implementation.R inst/test/testing-state-dynamics-implementation.R man/condAdd.Rd man/condCompactify.Rd man/condGeneratePortfolio.Rd man/condMultiply.Rd man/condRegularize.Rd man/condStockChange.Rd man/condVolChange.Rd man/divSwapRates.Rd man/divergenceModelR-package.Rd man/filterCaller.Rd man/hedged.return.Rd man/integrVarRP.Rd man/modLik.Rd man/modSetup.Rd man/modelDynamics.Rd man/modelEvaluation.Rd man/momentCondition.Rd man/vixfut.Rd
src/AC_sqrtFilter.cpp
src/DSQ_portfolio_sqrtFilter.cpp
src/DSQ_sqrtFilter.cpp
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/affineAdditiveStateController.cpp
src/affineObservationStateHandler.cpp
src/affineObservationStateHandler_affineContracts.cpp
src/affineObservationStateHandler_optionPortfolios.cpp
src/affineObservationStateHandler_optionPortfolios_noStock.cpp
src/affineTransitionStateHandler.cpp
src/covMat.cpp
src/covMat.h
src/divObsNoiseMat.cpp
src/divObsNoiseMat.h
src/divergencePricing.cpp
src/divergencePricing.h
src/gaussLaguerrePricer_cpp.cpp
src/handlers.h
src/linCombMean.cpp
src/linCombMean.h
src/meanVec.cpp
src/meanVec.h
src/stateAdmissibilityControl.h
src/testAffineFilter.cpp
src/transformOptionPricer.h
piotrek-orlowski/divergenceModelR documentation built on June 21, 2017, 6:23 a.m.