API for veldanie/SuraStructuredNotes
Sura Asset Management Structured Products
| Global functions | |
|---|---|
| BatesP1 | Source code |
| BatesP2 | Source code |
| add_months | Source code |
| adjust_curve | Source code |
| adjust_dates | Source code |
| alphaf | Source code |
| alphar | Source code |
| alphav | Source code |
| autocall_range_note | Source code |
| avg_vol | Source code |
| basis | Source code |
| basis_imp_opt | Source code |
| basket_note | Source code |
| betaf | Source code |
| betar | Source code |
| betav | Source code |
| bfrr_to_delta | Source code |
| boots_rates | Source code |
| bs_banrep | Source code |
| bs_d | Source code |
| bs_lock_in_call | Source code |
| bs_vega | Source code |
| call_note | Man page Source code |
| call_note_imp_div | Source code |
| call_note_imp_spr | Source code |
| callbates_pr | Source code |
| callbs_d | Source code |
| callbs_pr | Source code |
| caplet | Source code |
| capped_call_note | Source code |
| capped_call_note_imp_spr | Source code |
| cash_conv | Source code |
| cc_basis | Source code |
| cc_prices | Source code |
| cc_rates | Source code |
| cds_value | Source code |
| cf | Source code |
| cir_price | Source code |
| cln | Source code |
| cln_imp_rec | Source code |
| cln_imp_spr | Source code |
| curva_est | Source code |
| days_count_tenors | Source code |
| df_cont | Source code |
| df_efec | Source code |
| df_nom | Source code |
| dif_price | Source code |
| dif_price_basis_imp | Source code |
| dif_price_boots_basisirs | Source code |
| dif_price_boots_proj | Source code |
| dif_strike_nodos | Source code |
| difopt_price | Source code |
| exotic_note | Source code |
| floorlet | Source code |
| floorlet_digital | Source code |
| fwd_cross | Source code |
| fwd_outright | Source code |
| imp_cstrike | Source code |
| imp_pstrike | Source code |
| imp_rates_usd | Source code |
| imp_vola | Source code |
| implied_cop | Source code |
| implied_cop_bidask | Source code |
| implied_inter | Source code |
| intBatesP1 | Source code |
| intBatesP2 | Source code |
| liq_t0 | Source code |
| liq_tn | Source code |
| loan_price | Source code |
| matrix_completition | Source code |
| matrix_completition_tps | Source code |
| matrix_inter | Source code |
| opbs_pr | Source code |
| opbs_pr_simul | Source code |
| pr_forward | Source code |
| print_table | Source code |
| print_table_curr | Source code |
| putbs_d | Source code |
| putbs_pr | Source code |
| range_accrual_note | Source code |
| repc | Source code |
| repr | Source code |
| rna | Source code |
| spot_rate_t0 | Source code |
| spot_simul_mult | Source code |
| spot_simul_mult_barrier | Source code |
| spot_t0 | Source code |
| swap_rate | Source code |
| ticket_tenor | Source code |
| vol_extract | Source code |
| vol_term_structure | Source code |
| vola_delta | Source code |
| vola_delta_nodos | Source code |
| vola_moneyness | Source code |
| vola_obj | Source code |
