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 |

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