Package index
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annualize() - Annualize Volatility or Variance
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as.variance() - variance Class Coercing
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as.volatility() - volatility Class Coercing
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bsmd1() - Computes d1 from Black-Scholes-Merton model.
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bsmgreeks()bsmdelta()bsmvega()bsmgamma()bsmtheta()bsmrho() - Computes the desired greek letter from Black-Scholes-Merton model.
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bsmimpvol() - Computes implied volatility inverting Black-Scholes-Merton formula.
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bsmmoneyness() - Computes a measure of moneyness for Black-Scholes-Merton model.
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bsmprice() - Computes option price via Black-Scholes-Merton formula.
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csm_fit_min_price() - Corrado-Su Model Fit in Price
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csm_fit_min_vol() - Corrado-Su Model Fit in Implied Volatility
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csm_obj_min_price()csm_obj_grad_price() - Corrado-Su Model Objective Function in Price
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csm_obj_min_vol() - Corrado-Su Model Objective Function in Implied Volatility
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csmd() - Computes d from modified Corrado-Su model.
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csmdelta() - Computes Delta from modified Corrado-Su model.
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csmprice() - Computes option price with modified Corrado-Su model.
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csmq3() - Computes Q_3 from modified Corrado-Su model.
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csmq4() - Computes Q_4 from modified Corrado-Su model.
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csmvega() - Computes Vega from modified Corrado-Su model.
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csmw() - Computes w from modified Corrado-Su model.
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daily() - Daily Volatility or Variance
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multiroot() - Vectorial bisection method varying parameters from one function.
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print(<multiroot>) - Print Bisection Method Result.
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print(<variance>) - Special print method for variance class.
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print(<volatility>) - Special print method for volatility class.
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svi_fit() - SVI fit
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svi_var() - SVI Variance
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d_poly()mu3()mu4()create_uncons_regionD()uncons_regionD() - Unconstrained Gram-Charlier Distribution Parametrization