Man pages for piotrek-orlowski/divergenceModelR
Divergence pricing and divergence-based affine model estimation

condAddThis function takes two data frame lists which define...
condCompactifyThis function takes a list of moment-condition defining data...
condGeneratePortfolioPrepare elements for hedged GLT return moment calculation
condMultiplyThis function takes two data frame lists which define...
condRegularizeEnsure that condition lists have uniform columns
condStockChangeReturn condition list for stock return
condVolChangeReturn condition list for approximate volatility change
divergenceModelR-packageDivergence pricing and divergence-based affine model...
divSwapRatesDivergence pricing
filterCallerC++ filter call
hedged.returnCreate condition structure for hedged option return
integrVarRPIntegrated variance risk premia
modelDynamicsJump-diffusion model dynamics
modelEvaluationAffine model evaluation
modLikAffine model likelihood based on divergence prices
modSetupModel setup - specification generators
momentConditionThis function calculates the general iterative moment...
vixfutVIX index and VIX FUTURES pricing
piotrek-orlowski/divergenceModelR documentation built on June 21, 2017, 6:23 a.m.