Extracts Risk Neutral Densities of Prices, Money Market Rates and Government Bond Yields from Fixed Income Options Prices
Documentation for package ‘yrnd’ version 0.1.2
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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