Entry: PlainVanillaOptions
Aliases: PlainVanillaOptions fOPTION fOPTION-class GBSOption GBSCharacteristics BlackScholesOption GBSGreeks GBSVolatility Black76Option MiltersenSchwartzOption NDF CND CBND print.option summary.option print.fOPTION summary.fOPTION
Keywords: math
Description: Valuation of Plain Vanilla Options
URL: ../../../library/fOptions/html/1A-PlainVanillaOptions.html

Entry: BasicAmericanOptions
Aliases: BasicAmericanOptions RollGeskeWhaleyOption BAWAmericanApproxOption BSAmericanApproxOption
Keywords: math
Description: Valuation of Basic American Options
URL: ../../../library/fOptions/html/1B-BasicAmericanOptions.html

Entry: BinomialTreeOptions
Aliases: BinomialTreeOptions CRRBinomialTreeOption JRBinomialTreeOption TIANBinomialTreeOption BinomialTreeOption BinomialTreePlot
Keywords: math
Description: Binomial Tree Option Model
URL: ../../../library/fOptions/html/1C-BinomialTreeOptions.html

Entry: MultipleExercisesOptions
Aliases: MultipleExercisesOptions ExecutiveStockOption ForwardStartOption RatchetOption TimeSwitchOption SimpleChooserOption ComplexChooserOption OptionOnOption WriterExtendibleOption HolderExtendibleOption
Keywords: math
Description: Valuation of Mutiple Exercises Options
URL: ../../../library/fOptions/html/2A-MultipleExercisesOptions.html

Entry: MultipleAssetsOptions
Aliases: MultipleAssetsOptions TwoAssetCorrelationOption EuropeanExchangeOption AmericanExchangeOption ExchangeOnExchangeOption TwoRiskyAssetsOption SpreadApproxOption
Keywords: math
Description: Valuation of Mutiple Assets Options
URL: ../../../library/fOptions/html/2B-MultipleAssetsOptions.html

Entry: LookbackOptions
Aliases: LookbackOptions FloatingStrikeLookbackOption FixedStrikeLookbackOption PTFloatingStrikeLookbackOption PTFixedStrikeLookbackOption ExtremeSpreadOption
Keywords: math
Description: Valuation of Lookback Options
URL: ../../../library/fOptions/html/2C-LookbackOptions.html

Entry: BarrierOptions
Aliases: BarrierOptions StandardBarrierOption DoubleBarrierOption PTSingleAssetBarrierOption TwoAssetBarrierOption PTTwoAssetBarrierOption LookBarrierOption DiscreteBarrierOption SoftBarrierOption
Keywords: math
Description: Valuation of Barrier Options
URL: ../../../library/fOptions/html/2D-BarrierOptions.html

Entry: BinaryOptions
Aliases: BinaryOptions GapOption CashOrNothingOption TwoAssetCashOrNothingOption AssetOrNothingOption SuperShareOption BinaryBarrierOption
Keywords: math
Description: Valuation of Binary Options
URL: ../../../library/fOptions/html/2E-BinaryOptions.html

Entry: AsianOptions
Aliases: AsianOptions GeometricAverageRateOption TurnbullWakemanAsianApproxOption LevyAsianApproxOption
Keywords: math
Description: Valuation of Asian Options
URL: ../../../library/fOptions/html/2F-AsianOptions.html

Entry: CurrencyTranslatedOptions
Aliases: CurrencyTranslatedOptions FEInDomesticFXOption QuantoOption EquityLinkedFXOption TakeoverFXOption
Keywords: math
Description: Valuation of Currency Translated Options
URL: ../../../library/fOptions/html/2G-CurrencyTranslatedOptions.html

Entry: EBMDistribution
Aliases: EBMDistribution dlognorm plognorm dgam pgam drgam prgam djohnson pjohnson mnorm mlognorm mrgam mjohnson masian derivative dEBM pEBM d2EBM dasymEBM
Keywords: math
Description: Exponential Brownian Motion Distributions
URL: ../../../library/fOptions/html/3A-EBMDistribution.html

Entry: GammaFunctions
Aliases: GammaFunctions erf Psi igamma cgamma Pochhammer
Keywords: math
Description: Gamma and Related Functions
URL: ../../../library/fOptions/html/3B-GammaFunctions.html

Entry: HypergeometricFunctions
Aliases: HypergeometricFunctions kummerM kummerU whittakerM whittakerW hermiteH
Keywords: math
Description: Confluent Hypergeometric Functions
URL: ../../../library/fOptions/html/3C-HypergeometricFunctions.html

Entry: BesselFunctions
Aliases: BesselFunctions BesselI BesselK BesselDI BesselDK
Keywords: math
Description: Modified Bessel Functions
URL: ../../../library/fOptions/html/3D-BesselFunctions.html

Entry: EBMAsianOptions
Aliases: EBMAsianOptions MomentMatchedAsianOption MomentMatchedAsianDensity GramCharlierAsianOption AsianOptionMoments DufresneAsianOptionMoments AbrahamsonAsianOptionMoments TurnbullWakemanAsianOptionMoments TolmatzAsianOptionMoments ZhangAsianOption VecerAsianOption ZhangApproximateAsianOption gGemanYor GemanYorAsianOption gLinetzky LinetzkyAsianOption BoundsOnAsianOption CurranThompsonAsianOption RogerShiThompsonAsianOption ThompsonAsianOption TolmatzAsianOption CallPutParityAsianOption WithDividendsAsianOption FuMadanWangTable FusaiTaglianiTable GemanTable LinetzkyTable ZhangTable ZhangLongTable ZhangShortTable
Keywords: math
Description: Exponential Brownian Motion Distributions
URL: ../../../library/fOptions/html/3E-EBMAsianOptions.html

Entry: HestonNandiGarchFit
Aliases: HestonNandiGarchFit hngarchSim hngarchFit hngarchStats print.hngarch summary.hngarch
Keywords: models
Description: Heston-Nandi Garch(1,1) Modelling
URL: ../../../library/fOptions/html/4A-HestonNandiGarchFit.html

Entry: HestonNandiOptions
Aliases: HestonNandiOptions HNGOption HNGGreeks HNGCharacteristics
Keywords: math
Description: Option Price for the Heston-Nandi Garch Option Model
URL: ../../../library/fOptions/html/4B-HestonNandiOptions.html

Entry: LowDiscrepancy
Aliases: LowDiscrepancy runif.halton rnorm.halton runif.sobol rnorm.sobol runif.pseudo rnorm.pseudo
Keywords: programming
Description: Low Discrepancy Sequences
URL: ../../../library/fOptions/html/5A-LowDiscrepancy.html

Entry: MonteCarloOptions
Aliases: MonteCarloOptions wienerMCPath plainVanillaMCPayoff arithmeticAsianMCPayoff MonteCarloOption
Keywords: programming
Description: Monte Carlo Valuation of Options
URL: ../../../library/fOptions/html/5B-MonteCarloOptions.html
