R/betar.R
In veldanie/SuraStructuredNotes: Sura Asset Management Structured Products
Defines functions
betar
betar<-function(const, k, sigma, t){
gamma=sqrt(k^2+2*(1-const)*sigma^2)
betar=-2*(1-const)*(1-exp(-gamma*t))/(2*gamma-(gamma-k)*(1-exp(-gamma*t)))
return(betar)
}
veldanie/SuraStructuredNotes documentation built on March 27, 2022, 5:28 p.m.
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Defines functions betar
betar<-function(const, k, sigma, t){
gamma=sqrt(k^2+2*(1-const)*sigma^2)
betar=-2*(1-const)*(1-exp(-gamma*t))/(2*gamma-(gamma-k)*(1-exp(-gamma*t)))
return(betar)
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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