R: Functions and R Code to Accompany Derivatives Markets

# Functions and R Code to Accompany Derivatives Markets

## Documentation for package ‘derivmkts’ version 0.2.5.1

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

## Help Pages

arithasianmc | Asian Monte Carlo option pricing
arithavgpricecv | Control variate asian call price
asiangeomavg | Geometric average asian options
assetcall | Black-Scholes option pricing
assetdicall | Barrier option pricing
assetdiput | Barrier option pricing
assetdocall | Barrier option pricing
assetdoput | Barrier option pricing
assetjump | Option pricing with jumps
assetput | Black-Scholes option pricing
assetuicall | Barrier option pricing
assetuiput | Barrier option pricing
assetuocall | Barrier option pricing
assetuoput | Barrier option pricing
barriers | Barrier option pricing
binom | Binomial option pricing
binomial | Binomial option pricing
binomopt | Binomial option pricing
binomplot | Binomial option pricing
binormsdist | Compound options
blksch | Black-Scholes option pricing
bondpv | Simple Bond Functions
bondsimple | Simple Bond Functions
bondyield | Simple Bond Functions
bscall | Black-Scholes option pricing
bscallimps | Black-Scholes implied volatility and price
bscallimpvol | Black-Scholes implied volatility and price
bsopt | Calculate option Greeks
bsput | Black-Scholes option pricing
bsputimps | Black-Scholes implied volatility and price
bsputimpvol | Black-Scholes implied volatility and price
calldownin | Barrier option pricing
calldownout | Barrier option pricing
calloncall | Compound options
callonput | Compound options
callperpetual | Perpetual American options
callupin | Barrier option pricing
callupout | Barrier option pricing
cashcall | Black-Scholes option pricing
cashdicall | Barrier option pricing
cashdiput | Barrier option pricing
cashdocall | Barrier option pricing
cashdoput | Barrier option pricing
cashjump | Option pricing with jumps
cashput | Black-Scholes option pricing
cashuicall | Barrier option pricing
cashuiput | Barrier option pricing
cashuocall | Barrier option pricing
cashuoput | Barrier option pricing
compound | Compound options
convexity | Simple Bond Functions
dicall | Barrier option pricing
diput | Barrier option pricing
docall | Barrier option pricing
doput | Barrier option pricing
dr | Barrier option pricing
drdeferred | Barrier option pricing
duration | Simple Bond Functions
geomasianmc | Geometric Asian option prices computed by Monte Carlo
geomavgprice | Geometric average asian options
geomavgpricecall | Geometric average asian options
geomavgpriceput | Geometric average asian options
geomavgstrike | Geometric average asian options
geomavgstrikecall | Geometric average asian options
geomavgstrikeput | Geometric average asian options
greeks | Calculate option Greeks
greeks2 | Calculate option Greeks
implied | Black-Scholes implied volatility and price
jumps | Option pricing with jumps
mertonjump | Option pricing with jumps
optionsoncall | Compound options
optionsonput | Compound options
perpetual | Perpetual American options
putdownin | Barrier option pricing
putdownout | Barrier option pricing
putoncall | Compound options
putonput | Compound options
putperpetual | Perpetual American options
putupin | Barrier option pricing
putupout | Barrier option pricing
quincunx | Quincunx simulation
simprice | Simulate asset prices
uicall | Barrier option pricing
uiput | Barrier option pricing
uocall | Barrier option pricing
uoput | Barrier option pricing
ur | Barrier option pricing
urdeferred | Barrier option pricing