Files in shill1729/OptionPricer
An option pricer for European and American vanilla stock options
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE.md
NAMESPACE
OptionPricer.Rproj
R/OptionPricer-package.R
R/RcppExports.R
R/analytic_black_scholes.R
R/analytic_comp_pois.R
R/analytic_merton.R
R/black_scholes_iv.R
R/blackscholes_family.R
R/calibrate_kou.R
R/check_convergence.R
R/mean_sq_error.R
R/merton_family.R
R/monte_carlo.R
R/pde_gbm.R
R/pide_kou.R
R/pide_merton.R
README.md
man/OptionPricer.Rd
man/analytic_cpois.Rd
man/analytic_gbm.Rd
man/analytic_gbm_delta.Rd
man/analytic_gbm_gamma.Rd
man/analytic_gbm_price.Rd
man/analytic_gbm_rho.Rd
man/analytic_gbm_theta.Rd
man/analytic_gbm_vega.Rd
man/analytic_merton.Rd
man/analytic_merton_delta.Rd
man/analytic_merton_gamma.Rd
man/analytic_merton_price.Rd
man/analytic_merton_theta.Rd
man/black_scholes_iv.Rd
man/calibrate_kou.Rd
man/check_gbm_convergence.Rd
man/check_merton_convergence.Rd
man/dblackscholes.Rd
man/dmerton.Rd
man/dmerton1.Rd
man/meansq_iv_error_kou.Rd
man/meansq_price_error_kou.Rd
man/monte_carlo_black_scholes.Rd
man/monte_carlo_kou.Rd
man/monte_carlo_merton.Rd
man/monte_carlo_pois.Rd
man/pblackscholes.Rd
man/pde_gbm.Rd
man/pde_gbm_greeks.Rd
man/pde_gbm_grid.Rd
man/pde_gbm_price.Rd
man/pide_kou.Rd
man/pide_kou_greeks.Rd
man/pide_kou_grid.Rd
man/pide_kou_price.Rd
man/pide_merton.Rd
man/pide_merton_greeks.Rd
man/pide_merton_grid.Rd
man/pide_merton_price.Rd
man/pmerton.Rd
man/pmerton1.Rd
man/price_wrapper.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/pricingFunctions.cpp
