Files in shill1729/pricing
Option pricing engines for (jump)-diffusions

.Rbuildignore

.gitignore

DESCRIPTION

NAMESPACE

R/RcppExports.R R/analyticPricers.R R/impliedParmeters.R R/monteCarloPricer.R R/payoffs.R R/pdePricer.R R/pricing-package.R R/tests.R R/tridiagonalSolvers.R README.md man/analyticPricer.Rd man/bs_greeks.Rd man/callDebitSpread.Rd man/callOption.Rd man/impliedRate.Rd man/impliedVolatility.Rd man/ir_error.Rd man/iv_error.Rd man/monteCarlo.Rd man/pricer_analytic.Rd man/pricer_mc.Rd man/pricer_pde.Rd man/pricing-package.Rd man/putDebitSpread.Rd man/putOption.Rd man/trisolveR.Rd

pricing.Rproj

src/.gitignore

src/Grid.cpp

src/Grid.h

src/Payoff.cpp

src/Payoff.h

src/RcppExports.cpp

src/Tridiag.cpp

src/Tridiag.h

src/TridiagConst.cpp

src/TridiagConst.h

src/blackScholesPDE.cpp

shill1729/pricing documentation built on Jan. 9, 2022, 12:56 a.m.

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