API for student-t/RFinance
R package for modelling in quantiative finance

Global functions
AmericanBinomial Source code
AmericanExercise Source code
AmericanPerpetual Source code
AsianArithmeticPayoff Source code
AsianGeometricContinuous Source code
AsianGeometricPayoff Source code
AsianLevy Source code
AsianTurnbullWakeman Source code
BarrierDownAndIn Source code
BarrierDownAndOut Source code
BarrierUpAndIn Source code
BarrierUpAndOut Source code
BinaryAssetOrNothing Source code
BinaryCashOrNothing Source code
BlackFormula Source code
BlackFormula__ Source code
BlackScholes Source code
BootstrapIR Source code
CoxRossRubinstein Source code
Deposit Source code
DiscountCurve Source code
EulerGBMMotion Source code
EuropeanBinomial Source code
EuropeanExercise Source code
EuropeanImpliedVolatility Source code
EuropenPayoff Source code
FRA Source code
FixedBond Source code
FixedLeg Source code
FixedLookbackOption Source code
FlatForward Source code
FlatZero Source code
FloatLookbackOption Source code
FloatingBond Source code
FloatingLeg Source code
ForwardCurve Source code
Futures Source code
HW_A Source code
HW_B Source code
HullWhite_Exp Source code
HullWhite_Option Source code
HullWhite_Path Source code
HullWhite_Swaption Source code
HullWhite_Var Source code
HullWhite_ZCB Source code
Jamshidian Source code Source code
MonteCarlo Source code
MonteCarloAsian Source code
MonteCarloEuropean Source code
NPVCashflows Source code
Swap Source code
SwapRate Source code
Swaption Source code
VasicekB Source code
VasicekOption Source code
VasicekZCB Source code
ZeroCurve Source code
accuralEnds Source code
accuralFlow Source code
accuralStarts Source code
adjust Source code
advance Source code Source code
binomial Source code
calendar Source code
check Source code
checkClass Source code
checkComp Source code
checkYield Source code
close Source code
compToFreq Source code
compound Source code
createScatterGG Source code
date Source code
dates Source code
days Source code
discountRate Source code
dt Source code
equalJumpsTree Source code
fAccuralEnds Source code
forwardRate Source code
holiday Source code
instantForwardRate Source code
lattice Source code
mplied Source code
mpliedDeposit Source code
mpliedForward Source code
ndex Source code
nter Source code
plot.DiscountCurve Source code
plot.ForwardCurve Source code
plot.ZeroCurve Source code
rollback Source code
sCall Source code
sCompounded Source code
sContinuous Source code
sDiscount Source code
sFlat Source code
sForward Source code
sPayer Source code
sPut Source code
sSimple Source code
sYield Source code
sZero Source code
schedule Source code
stepback Source code
times Source code
years Source code
zeroRate Source code
student-t/RFinance documentation built on June 7, 2017, 3:36 a.m.