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
piotrek-orlowski/transformOptionPricer documentation built on July 21, 2020, 11:51 a.m.