API for zhangkd5/riskCalc
Risk Calculation System -- MATH G4082 Project
| Global functions | |
|---|---|
| BSDelta | Source code |
| BSGamma | Source code |
| BSPrice | Source code |
| BSTheta | Source code |
| ComputeVaR.PF | Source code |
| GBM | Man page Source code |
| GBM.default | Man page Source code |
| GBM.stocksData | Man page Source code |
| SimulateRet | Source code |
| VaR | Man page Source code |
| VaR.optionsData | Man page Source code |
| VaR.portfolioData | Man page Source code |
| VaR.stocksData | Man page Source code |
| addOptions | Man page Source code |
| as.optionsData | Man page Source code |
| as.optionsData.default | Man page Source code |
| as.optionsData.stocksData | Man page Source code |
| backtest | Man page Source code |
| callputflag | Source code |
| computeCorr | Source code |
| computeCorrEWMA | Source code |
| computeDriftAndVol | Source code |
| computeDriftAndVolEWMA | Source code |
| merge.optionsData | Man page Source code |
| merge.stocksData | Man page Source code |
| portfolio | Man page Source code |
| portfolioWeight | Man page Source code |
| realizedLoss | Man page Source code |
| realizedLoss.optionsData | Man page Source code |
| realizedLoss.portfolioData | Man page Source code |
| realizedLoss.stocksData | Man page Source code |
| riskCalc | Man page |
| riskCalc-package | Man page |
| stocks | Man page Source code |
| subset.GBM | Man page Source code |
| subset.optionsData | Man page Source code |
| subset.stocksData | Man page Source code |
