Extracts Risk Neutral Densities of Prices, Money Market Rates
and Government Bond Yields from Interest Rates Futures Options
Prices
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Documentation for package ‘yrnd’ version 0.1.5
Help Pages
| bond_future_charac_bbg | bond_future_charac_bbg |
| bond_future_price | bond_future_price |
| bond_yield_spread | bond_yield_spread |
| ctd_bond_yield | ctd_bond_yield |
| deliv_bonds_charac_bbg | deliv_bonds_charac_bbg |
| option_prices_bbg | option_prices_bbg |
| proba_ctd | proba_ctd |
| proba_ctd_opt | proba_ctd_opt |
| stir_future_charac_bbg | stir_future_charac_bbg |
| stir_future_price | stir_future_price |
| stir_rate | stir_rate |