https://github.com/cran/fOptions
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Tip revision: 880bace785eda2a23173c060f1de08821872cc36 authored by Diethelm Wuertz on 08 August 1977, 00:00:00 UTC
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
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