Extracts Risk Neutral Densities of Prices, Money Market Rates and Government Bond Yields from Fixed Income Options Prices


[Up] [Top]

Documentation for package ‘yrnd’ version 0.1.2

Help Pages

bond_future_charac_bbg bond_future_charac_bbg
bond_future_price bond_future_price
ctd_bond_yield ctd_bond_yield
option_prices_bbg option_prices_bbg
stir_future_price stir_future_price
stir_rate stir_rate