Man pages for schwartz97
A package on the Schwartz two-factor commodity model

schwartz97classesClasses schwartz2f and schwartz2f.fit
schwartz97coef-methodExtract parameters of schwartz2f objects
schwartz97constructorCreate schwartz2f objects
schwartz97distrfutSchwartz two-factor Model: Distribution of Futures Prices
schwartz97distrstateSchwartz two-factor Model: Distribution of the State...
schwartz97filterSchwartz two-factor Model: Filter futures data
schwartz97fittedExtract Model Fitted Values
schwartz97fittingSchwartz 1997 two factor parameter estimation
schwartz97futures-dataDaily futures prices
schwartz97futures-plotVisualization of Futures Data
schwartz97internalsInternal Schwartz97 Functions
schwartz97meanvcovExpected value and variance-covariance
schwartz97packageTwo-factor Commodity Model
schwartz97plotfitPlot Schwartz two-factor fit-objects
schwartz97plotstatePlot Schwartz two-factor trajectories
schwartz97pricefuturesSchwartz two-factor Model: Futures Prices
schwartz97priceoptionSchwartz two-factor Model: European Option Prices
schwartz97randstateSchwartz two-factor Model: Sampling from the State Variables
schwartz97residExtract Model Residuals
schwartz97 documentation built on May 31, 2017, 3:59 a.m.