Function reference
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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