Man pages for shill1729/pricing
Option pricing engines for (jump)-diffusions
| analyticPricer | Analytic European option pricing under three basic models |
| bs_greeks | Compute Greeks under BS dynamics |
| callDebitSpread | The terminal payoff of a call debit spread |
| callOption | The terminal payoff of a call option |
| impliedRate | Back out the implied volatility of an option given its market... |
| impliedVolatility | Back out the implied volatility of an option given its market... |
| ir_error | Signed IR error |
| iv_error | Signed IV error |
| monteCarlo | A generic Monte-Carlo integrator |
| pricer_analytic | Analytic European option pricing under three basic models |
| pricer_mc | Monte-Carlo European option pricing |
| pricer_pde | Option pricing via PDE finite-difference solvers |
| pricing-package | pricing: Option pricing engines for (jump)-diffusions |
| putDebitSpread | The terminal payoff of a put debit spread |
| putOption | The terminal payoff of a put option |
| trisolveR | Thomas-algorithm for tridiagonal linear systems |
