API for prodipta/bsoption
Black-Scholes implementation for equity index options
| Global functions | |
|---|---|
| bsImpliedVol | Man page Source code |
| bsOptionPrice | Source code |
| bsOptionsGreek | Source code |
| bsPlainVanillaOption | Man page Source code |
| bsVolSolve | Source code |
| bumpVol | Man page Source code |
| bumpVol.quadvol | Source code |
| bumpVol.sabrvol | Source code |
| calibrate | Man page Source code |
| calibrate.quadvol | Source code |
| calibrate.sabrvol | Source code |
| distributionPricer | Man page Source code |
| findAlpha | Source code |
| getVol | Man page Source code |
| getVol.quadvol | Source code |
| getVol.sabrvol | Source code |
| impliedDistribution | Man page Source code |
| opt_chain | Man page |
| realizedDistribution | Man page Source code |
| sabrVol | Source code |
| squared_error | Source code |
