Man pages for piotrek-orlowski/transformOptionPricer
Characteristic-function based option pricer.

cosPricingCosine Transform pricing
gaussLaguerrePricerLaguerre quadrature pricing.
gaussLaguerre.stateDerivCalculate derivatives of option prices with respect to state...
makeFixedExpiryMktListUtilities for creating mkt lists for simulating option prices
rcpp_hello_worldSimple function using Rcpp
transformOptionPricer-packageCharacteristic-function based option pricer.
piotrek-orlowski/transformOptionPricer documentation built on July 17, 2018, 7:16 a.m.