API for RQuantLib
R interface to the QuantLib library
| Global functions | |
|---|---|
| .onLoad | Source code |
| AmericanOption | Man page Source code |
| AmericanOption.default | Man page Source code |
| AmericanOptionImpliedVolatility | Man page Source code |
| AmericanOptionImpliedVolatility.default | Man page Source code |
| AsianOption | Man page Source code |
| AsianOption.default | Man page Source code |
| BarrierOption | Man page Source code |
| BarrierOption.default | Man page Source code |
| BermudanSwaption | Man page Source code |
| BermudanSwaption.default | Man page Source code |
| BinaryOption | Man page Source code |
| BinaryOption.default | Man page Source code |
| BinaryOptionImpliedVolatility | Man page Source code |
| BinaryOptionImpliedVolatility.default | Man page Source code |
| Bond | Man page |
| CFlags | Source code |
| CallableBond | Man page Source code |
| CallableBond.default | Man page Source code |
| ConvertibleFixedCouponBond | Man page Source code |
| ConvertibleFixedCouponBond.default | Man page Source code |
| ConvertibleFloatingCouponBond | Man page Source code |
| ConvertibleFloatingCouponBond.default | Man page Source code |
| ConvertibleZeroCouponBond | Man page Source code |
| ConvertibleZeroCouponBond.default | Man page Source code |
| DiscountCurve | Man page Source code |
| DiscountCurve.default | Man page Source code |
| Enum | Man page |
| EuropeanOption | Man page Source code |
| EuropeanOption.default | Man page Source code |
| EuropeanOptionArrays | Man page Source code |
| EuropeanOptionImpliedVolatility | Man page Source code |
| EuropeanOptionImpliedVolatility.default | Man page Source code |
| FittedBondCurve | Man page Source code |
| FittedBondCurve.default | Man page Source code |
| FixedRateBond | Man page Source code |
| FixedRateBond.default | Man page Source code |
| FixedRateBondPriceByYield | Man page Source code |
| FixedRateBondPriceByYield.default | Man page Source code |
| FixedRateBondYield | Man page Source code |
| FixedRateBondYield.default | Man page Source code |
| FloatingRateBond | Man page Source code |
| FloatingRateBond.default | Man page Source code |
| ImpliedVolatility | Man page |
| LdFlags | Source code |
| Option | Man page |
| ZeroCouponBond | Man page Source code |
| ZeroCouponBond.default | Man page Source code |
| ZeroPriceByYield | Man page Source code |
| ZeroPriceByYield.default | Man page Source code |
| ZeroYield | Man page Source code |
| ZeroYield.default | Man page Source code |
| adjust | Man page Source code |
| advance | Man page Source code |
| businessDay | Man page Source code |
| businessDaysBetween | Man page Source code |
| dayCount | Man page Source code |
| endOfMonth | Man page Source code |
| getEndOfMonth | Man page Source code |
| getHolidayList | Man page Source code |
| holidayList | Man page Source code |
| hullWhiteCalibrateUsingCap | Source code |
| hullWhiteCalibrateUsingSwap | Source code |
| inlineCxxPlugin | Source code |
| isBusinessDay | Man page Source code |
| isEndOfMonth | Man page Source code |
| isHoliday | Man page Source code |
| isWeekend | Man page Source code |
| matchBDC | Man page Source code |
| matchCompounding | Man page Source code |
| matchDateGen | Man page Source code |
| matchDayCounter | Man page Source code |
| matchFrequency | Man page Source code |
| matchParams | Man page Source code |
| oldEuropeanOptionArrays | Man page Source code |
| plot.Bond | Man page Source code |
| plot.DiscountCurve | Man page Source code |
| plot.FittedBondCurve | Man page |
| plot.Option | Man page Source code Source code |
| plotOptionSurface | Man page Source code |
| print.Bond | Man page Source code |
| print.ImpliedVolatility | Man page Source code |
| print.Option | Man page Source code Source code |
| setCalendarContext | Man page Source code |
| setEvaluationDate | Man page Source code |
| summary.BKTree | Man page Source code |
| summary.Bond | Man page Source code |
| summary.G2Analytic | Man page Source code |
| summary.HWAnalytic | Man page Source code |
| summary.HWTree | Man page Source code |
| summary.ImpliedVolatility | Man page Source code |
| summary.Option | Man page Source code Source code |
| yearFraction | Man page Source code |
