R Packages that start with:
A . B . C . D . E . F . G . H . I . J . K . L . M . N . O . P . Q . R . S . T . U . V . W . X . Y . Z .
Functions
- accelerated_coupon_value()
- adjust_for_dividends()
- american()
- AmericanOption-class()
- american_implied_volatility()
- blackscholes()
- black_scholes_on_term_structures()
- CALL()
- CallableBond-class()
- construct_implicit_grid_structure()
- construct_tridiagonals()
- control_variate_pairs()
- ConvertibleBond-class()
- CouponBond-class()
- coupon_value_at_exercise()
- detail_from_AnnivDates()
- EquityOption-class()
- equivalent_bs_vola_to_jump()
- equivalent_jump_vola_to_bs()
- EuropeanOption-class()
- find_present_value()
- fit_to_option_market()
- fit_to_option_market_df()
- fit_variance_cumulation()
- form_present_value_grid()
- GridPricedInstrument-class()
- implied_jump_process_volatility()
- implied_volatilities()
- implied_volatilities_with_rates_struct()
- implied_volatility()
- implied_volatility_with_term_struct()
- infer_conforming_time_grid()
- integrate_pde()
- is.blank()
- iterate_grid_from_timestep()
- penalty_with_intensity_link()
- price_with_intensity_link()
- PUT()
- Quandl_df_fcn_UST()
- Quandl_df_fcn_UST_raw()
- ragtop()
- shift_for_dividends()
- spot_to_df_fcn()
- take_implicit_timestep()
- timestep_instruments()
- time_adj_dividends()
- TIME_RESOLUTION_FACTOR()
- TIME_RESOLUTION_SIGNIF_DIGITS()
- TSLAMarket()
- value_from_prior_coupons()
- variance_cumulation_from_vols()
- ZeroCouponBond-class()
R Codes
Selected R package: ragtop
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