Files in piotrek-orlowski/transformOptionPricer
Characteristic-function based option pricer.
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
R/RcppExports.R
R/affine_model_price_and_greeks.R
R/cosTransformPricer.R
R/gaussLaguerre.stateDeriv.R
R/gaussLaguerrePricerBS.R
R/mktUtilities.R
README.md
inst/include/transformOptionPricer.h
inst/tests/test-pricers.R
inst/tests/test-transforms-and-rates.R
man/cosPricing.Rd
man/gaussLaguerre.stateDeriv.Rd
man/gaussLaguerrePricer.Rd
man/makeFixedExpiryMktList.Rd
man/option_price_with_greeks.Rd
man/rcpp_hello_world.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/gaussLaguerrePricer_cpp.cpp
