Man pages for piotrek-orlowski/impliedCF
Implied Characteristic Functions: power-divergence option portfolios. Magic.
| constMatiGFT | Calculate the implied GFT for a series of option panels,... |
| hedgedRetRCov | Realized variance - covariance matrix of hedged option... |
| hedgedReturns | Hedged option returns |
| iGFTinterpolate | Calculate interpolated constant maturity implied GFTs |
| impliedDivergencesWrapper | Implied divergences from option DB file |
| linModWrapper | Estimation of constrained linear model, prediction. |
| noArbitrageOptionCheck | Check no-arbitrate conditions in an option panel |
| noArbPrices | No-arbitrage panels |
| optionPanelInterpolate | Fit a smooth IV surface to all available options and return... |
| panelSmoother | TPS-based smoother for option panels |
| panelsToList | Convert joined panel into seperate lists, that can be fed to... |
| saveInterpolatedPanels | Calculate the implied GFT for a series of option panels,... |
| surfaceImpliedGFT | Calculate the implied Laplace transform using a joint fitting... |
| tpsImpliedCF | Calculate the implied characteristic function using a joint... |
| tpsImpliedDivergence | Calculate the implied divergences from option panels |
| tpsImpliedGFT | Calculate the implied Laplace transform using a joint fitting... |
