| GUIDE-package | The main menu for the GUIDE package. |
| ABMPaths | Simulate and plot Arithmetic Brownian Motion path(s) |
| basicpayoffs | Plot payoffs / profit and loss of European Call/Put. |
| bearspreadputs | Profit & Loss plot of bear spread with puts. |
| blackscholes | Calculate the Black scholes formula value of a European Call/Put. |
| bondchange | Calculate the change in the price of a bond for change in yield based on the duration or duration and convexity approximtion. |
| bondconv | Calculate the convexity of a bond. |
| bonddur | Calculate the duration of a bond. |
| bondforwardtreegui | Plot a Bond Forward Tree |
| bondfuturestreegui | Plot a Bond Futures Tree |
| bondoptiontreegui | Plot a Bond Option Tree |
| bondprice | Calculate the price of a bond. |
| bondtreegui | Plot a Bond Tree |
| BrownianPaths | Simulate and plot Brownian Motion path(s) |
| bullspreadcalls | Profit & Loss plot of bull spread with calls. |
| butterfly | Profit & Loss plot of butterfly. |
| calcgreeks | Calculate the greeks for a European Call/Put. |
| captreegui | Plot a Cap Tree |
| cashprice | Calculate the Cash price of a T Bond Futures |
| cdswap | Calculate the spread in a credit default swap. |
| curswapvalue | Calculate the value of a fixed-fixed currency swap. |
| durcoupon | Plot the relationship between duration and coupon rate of a bond. |
| durmaturity | Plot the relationship between duration and maturity of a bond. |
| duryield | Plot the relationship between duration and yield of a bond. |
| eurodollar | Calculate the value of a eurodollar futures contract price from the CME IMM Quote. |
| floortreegui | Plot a Floor Tree |
| forwardcommodity | Calculate the forward value of a commodity. |
| forwardcurrency | Calculate the forward value of a currency. |
| forwardstock | Calculate the forward value of a stock. |
| fra | Calculate the forward rate. |
| fravalue | Calculate the value of a forward rate agreement. |
| futurescommodity | Calculate the value of a commodity futures. |
| futurescurrency | Calculate the value of a currency futures. |
| futuresstock | Calculate the value of a stock futures. |
| fv | Calculate the future value of an amount. |
| fvann | Calculate the future value of an annuity. |
| GBMPaths | Simulate and plot Geometric Brownian Motion path(s) |
| greekneutrality | Calculate the hedge positions for achieving greek(s) neutrality for European Call/Put. |
| GUIDE | The main menu for the GUIDE package. |
| impvol | Calculate the Black scholes implied volatility of a European Call/Put. |
| irswapvalue | Calculate the value of an interest rate swap. |
| JDPaths | Simulate and plot Jump Diffusion path(s) |
| Premium3D | Option premium as a function of stock price/strike and time. |
| pricematurity | Plot the relationship between price and maturity of a bond. |
| priceyield | Plot the relationship between price and yield of a bond. |
| pv | Calculate the Present value of an amount. |
| pval | Calculate the cumulative probability corresponding to a given a z value from a normal distribution. |
| pvann | Calculate the Present value of an annuity. |
| rate | Calculate rate in the desired frequency. |
| ratetreegui | Plot a interest rate tree |
| reversebutterfly | Profit & Loss plot of reverse butterfly. |
| reversestraddle | Profit & Loss plot of reverse straddle. |
| reversestrangle | Profit & Loss plot of reverse strangle. |
| stockoptiontreegui | Plot a stock option Tree |
| stockTimeGreeks | Plot of option greeks for a European Call/Put as a function of stock price and time. |
| straddle | Profit & Loss plot of straddle. |
| strangle | Profit & Loss plot of strangle. |
| strap | Profit & Loss plot of strap. |
| strip | Profit & Loss plot of strip. |
| swaptiontreegui | Plot a Swaption Tree |
| swaptreegui | Plot a swap Tree |
| trading.menu | A menu for Option trading strategies. |
| var1stock | Calculate the value at risk of a single stock. |
| var2stocks | Calculate the value at risk of two stocks. |
| varbehavior | Plot the behavior of value at risk as a function of its determinants. |
| zval | Calculate the cumulative probability corresponding to a given a z value from a normal distribution. |