/usr/lib/R/site-library/RQuantLib/INDEX is in r-cran-rquantlib 0.4.4-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 | AffineSwaption Affine swaption valuation using several
short-rate models
AmericanOption American Option evaluation using Finite
Differences
AmericanOptionImpliedVolatility
Implied Volatility calculation for American
Option
AsianOption Asian Option evaluation using Closed-Form
solution
BarrierOption Barrier Option evaluation using Closed-Form
solution
BermudanSwaption Bermudan swaption valuation using several
short-rate models
BinaryOption Binary Option evaluation using Closed-Form
solution
BinaryOptionImpliedVolatility
Implied Volatility calculation for Binary
Option
Bond Base class for Bond price evalution
CallableBond CallableBond evaluation
ConvertibleFixedCouponBond
Convertible Bond evaluation for Fixed, Floating
and Zero Coupon
DiscountCurve Returns the discount curve (with zero rates and
forwards) given times
Enum Documentation for parameters
EuropeanOption European Option evaluation using Closed-Form
solution
EuropeanOptionArrays European Option evaluation using Closed-Form
solution
EuropeanOptionImpliedVolatility
Implied Volatility calculation for European
Option
FittedBondCurve Returns the discount curve (with zero rates and
forwards) given set of bonds
FixedRateBond Fixed-Rate bond pricing
FloatingRateBond Floating rate bond pricing
ImpliedVolatility Base class for option-price implied volatility
evalution
Option Base class for option price evalution
SabrSwaption SABR swaption using vol cube data with bermudan
alternative using markovfunctional
Schedule Schedule generation
ZeroCouponBond Zero-Coupon bond pricing
getQuantLibCapabilities
Return configuration options of the QuantLib
library
getQuantLibVersion Return the QuantLib version number
isBusinessDay Calendar functions from QuantLib
matchBDC Bond parameter conversion utilities
tsQuotes Vol Cube Example Data Short time series
examples
vcube Vol Cube Example Data
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