API for piotrek-orlowski/transformOptionPricer
Characteristic-function based option pricer.
| Global functions | |
|---|---|
| callCosCoeffs | Source code |
| cosTransformPricer | Man page Source code |
| digitalCosCoeffs | Source code |
| eijMat | Source code |
| gaussLaguerre.stateDeriv | Man page Source code |
| gaussLaguerrePricer | Man page Source code |
| glPricer_cpp | Source code |
| makeFixedExpiryMktList | Man page Source code |
| makeFixedMaturityMktList | Man page Source code |
| option_price_with_greeks | Man page Source code |
| putCosCoeffs | Source code |
| rcpp_hello_world | Man page |
