R: Distance to Default

# Distance to Default

## Documentation for package ‘DtD’ version 0.2.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

BS_call | European Call Option Price and the Inverse
BS_fit | Fit Black-Scholes Parameters
BS_fit_rolling | Fit Black-Scholes Parameters Over Rolling Window
BS_sim | Simulate Stock Price and Price of Underlying Asset
get_underlying | European Call Option Price and the Inverse
merton_ll | Compute Log-Likelihood of Merton Model