R interface to the QuantLib libraries


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Documentation for package `RQuantLib' version 0.1.12

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AmericanOption American Option evaluation using Finite Differences
AmericanOptionImpliedVolatility Implied Volatility calculation for American Option
BarrierOption Barrier Option evaluation using Closed-Form solution
BinaryOption Binary Option evaluation using Closed-Form solution
EuropeanOption European Option evaluation using Closed-Form solution
EuropeanOptionArrays European Option evaluation using Closed-Form solution
EuropeanOptionImpliedVolatility Implied Volatility calculation for European Option
ImpliedVolatility Base class for option-price implied volatility evalution
Option Base class for option price evalution
plot.Option Base class for option price evalution
print.ImpliedVolatility Base class for option-price implied volatility evalution
print.Option Base class for option price evalution
summary.ImpliedVolatility Base class for option-price implied volatility evalution
summary.Option Base class for option price evalution