################################################ ## import name spaces ################################################ import("methods") import("timeDate") import("timeSeries") import("fBasics") ################################################ ## useDynLib ################################################ useDynLib("fOptions") ################################################ ## S4 classes ################################################ exportClasses("fOPTION" ) exportMethods("$", "$<-", "+", "-", "[", "[<-", "cummax", "cummin", "cumprod", "cumsum", "dim", "dim<-", "dimnames", "dimnames<-", "is.na", "names", "names<-", "show" ) ################################################ ## S3 classes ################################################ S3method("summary", "fOPTION") S3method("summary", "hngarch") S3method("summary", "option") ################################################ ## functions ################################################ export( ".BAWAmCallApproxOption", ".BAWAmPutApproxOption", ".BSAmericanCallApprox", ".GBSCofC", ".GBSDelta", ".GBSGamma", ".GBSLambda", ".GBSRho", ".GBSTheta", ".GBSVega", ".bawKc", ".bawKp", ".bsPhi", ".fGBSVolatility", ".fHN", ".fdeltaHN", ".fgammaHN", ".fstarHN", ".getfOptionsEnv", ".llhHNGarch", ".setfOptionsEnv", "BAWAmericanApproxOption", "BSAmericanApproxOption", "BinomialTreeOption", "BinomialTreePlot", "Black76Option", "BlackScholesOption", "CBND", "CND", "CRRBinomialTreeOption", "GBSCharacteristics", "GBSGreeks", "GBSOption", "GBSVolatility", "HNGCharacteristics", "HNGGreeks", "HNGOption", "JRBinomialTreeOption", "MiltersenSchwartzOption", "MonteCarloOption", "NDF", "RollGeskeWhaleyOption", "TIANBinomialTreeOption", "hngarchFit", "hngarchSim", "hngarchStats", "print.hngarch", "print.option", "rnorm.halton", "rnorm.pseudo", "rnorm.sobol", "runif.halton", "runif.pseudo", "runif.sobol" )