rate_decrease: time-scaled rate function
In shill1729/FeynmanKacSolver: Feynman-Kac PDE solver for Ito diffusions and processes
Description
Usage
Arguments
Value
View source: R/risk_neutral_rates.R
Description
Time decreasing risk-free rate.
Usage
1
rate_decrease(x, t, rate, maturity)
Arguments
x
spatial input
t
temporal input
rate
risk-free rate of return
maturity
the time-horizon
Value
numeric
shill1729/FeynmanKacSolver documentation built on May 19, 2020, 8:23 p.m.
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Description Usage Arguments Value
View source: R/risk_neutral_rates.R
Description
Time decreasing risk-free rate.
Usage
1 | rate_decrease(x, t, rate, maturity)
|
Arguments
x |
spatial input |
t |
temporal input |
rate |
risk-free rate of return |
maturity |
the time-horizon |
Value
numeric
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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