API for shill1729/pricing
Option pricing engines for (jump)-diffusions
| Global functions | |
|---|---|
| analyticPricer | Man page Source code |
| blackScholesGreeks | Source code |
| blackScholesGreeks_chain | Source code |
| blackScholesPDE | Source code |
| blackScholesPDE_chain | Source code |
| blackScholesPDE_surface | Source code |
| bs_greeks | Man page Source code |
| callDebitSpread | Man page Source code |
| callOption | Man page Source code |
| impliedRate | Man page Source code |
| impliedVolatility | Man page Source code |
| ir_error | Man page Source code |
| iv_error | Man page Source code |
| monteCarlo | Man page Source code |
| pricer_analytic | Man page Source code |
| pricer_mc | Man page Source code |
| pricer_pde | Man page Source code |
| pricing | Man page |
| pricing-package | Man page |
| putDebitSpread | Man page Source code |
| putOption | Man page Source code |
| trisolveR | Man page Source code |
