API for yzhao7322/CurVol
Curve Data Volatility Analysis
| Global functions | |
|---|---|
| basis.est | Man page Source code |
| compute_sigma_inp_k_pq_cpp | Source code |
| compute_sigma_inp_k_q_cpp | Source code |
| compute_sigma_inp_k_x_cpp | Source code |
| dgp.fgarch | Man page Source code |
| dgp.fiid | Man page Source code |
| diagnostic.fGarch | Man page Source code |
| est.fArch | Man page Source code |
| est.fGarch | Man page Source code |
| est.fGarchx | Man page Source code |
| fun_hetero | Man page |
| gof.fgarch | Man page |
| intra.return | Man page Source code |
| obj_fn_pq_cpp | Source code |
| obj_fn_q_cpp | Source code |
| obj_fn_x_cpp | Source code |
| sample_data | Man page |
| var.backtest | Man page Source code |
| var.forecast | Man page Source code |
| var.vio | Man page Source code |
