https://github.com/cran/fOptions
Tip revision: 880bace785eda2a23173c060f1de08821872cc36 authored by Diethelm Wuertz on 08 August 1977, 00:00:00 UTC
version 191.10057
version 191.10057
Tip revision: 880bace
00Index
funOptions fOptions Function Addon
xmpGBSpayoff Profit/Loss in Buying and Writing Calls and Puts
xmpGBSoption Generalized Black-Scholes Option Prices
xmpGBSoption2D Plots 2-D Graphs of GBS Option Prices
xmpGBSoption3D Plots 3-D Graphs of GBS Option Prices
xmpGBSgreeks Generalized Black-Scholes Option Sensitivities
xmpGBSgreeks2D Plots 2-D Graphs of GBS Option Sensitivities
xmpGBSgreeks3D Plots 3-D Graphs of GBS Option Sensitivities
xmpAMERICANskd Americam Calls on Dividend Paying Stocks
xmpAMERICANbaw Barone-Adesi and Whaley Approximation
xmpAMERICANbsa Bjerksund and Stensland Approximation
xmpTREEbinomial Binomial Tree Option Model
xmpTREEtrinomial Trinomial Tree Option Model
xmpEXOTICSbinary Valuates Binary Options
xmpEXOTICSchooser Valuates Chooser Option
xmpEXOTICSasian Valuates Asian Options
xmpEXOTICSlookback Valuates Lookback Options
xmpEXOTICSbarrier Valuates Barrier Options
xmpEXOTICSmultiple Valuates Multiple Assets Options
xmpSpecFunsEBM Gamma, Confluent Hypergeometric and Related Functions
xmpHNGoption Computes the price of Heston-Nandi Options
xmpHNGgreeks Computes the Greeks of Heston-Nandi Options
xmpHNgarchsim Simulation of HN GARCH(1,1) Price Paths
xmpHNgarchfit HN GARCH(1,1) Log Likelihood Parameter Estimation
xmpHNGscaling Scaling Behavior of HN GARCH(1,1) Options
xmpHNGsmile Smile Effect of HN GARCH(1,1) Options
xmpLDShalton Computes Halton low discrepancy numbers
xmpLDSsobol Computes Sobol low discrepancy numbers
xmpMCoption Valuates Option by Monte Carlo Simulation