API for shill1729/OptionPricer
An option pricer for European and American vanilla stock options
| Global functions | |
|---|---|
| OptionPricer | Man page |
| OptionPricer-package | Man page |
| analytic_cpois | Man page Source code |
| analytic_gbm | Man page Source code |
| analytic_gbm_delta | Man page Source code |
| analytic_gbm_gamma | Man page Source code |
| analytic_gbm_price | Man page Source code |
| analytic_gbm_rho | Man page Source code |
| analytic_gbm_theta | Man page Source code |
| analytic_gbm_vega | Man page Source code |
| analytic_merton | Man page Source code |
| analytic_merton_delta | Man page Source code |
| analytic_merton_gamma | Man page Source code |
| analytic_merton_price | Man page Source code |
| analytic_merton_theta | Man page Source code |
| black_scholes_iv | Man page Source code |
| calibrate_kou | Man page Source code |
| check_gbm_convergence | Man page Source code |
| check_merton_convergence | Man page Source code |
| dblackscholes | Man page Source code |
| dmerton | Man page Source code |
| dmerton1 | Man page Source code |
| meansq_iv_error_kou | Man page Source code |
| meansq_price_error_kou | Man page Source code |
| mgf_dkou | Source code |
| monte_carlo_black_scholes | Man page Source code |
| monte_carlo_kou | Man page Source code |
| monte_carlo_merton | Man page Source code |
| monte_carlo_pois | Man page Source code |
| pblackscholes | Man page Source code |
| pde_gbm | Man page Source code |
| pde_gbm_greeks | Man page Source code |
| pde_gbm_grid | Man page Source code |
| pde_gbm_price | Man page Source code |
| pide_kou | Man page Source code |
| pide_kou_greeks | Man page Source code |
| pide_kou_grid | Man page Source code |
| pide_kou_price | Man page Source code |
| pide_merton | Man page Source code |
| pide_merton_greeks | Man page Source code |
| pide_merton_grid | Man page Source code |
| pide_merton_price | Man page Source code |
| pmerton | Man page Source code |
| pmerton1 | Man page Source code |
| price_wrapper | Man page Source code |
