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AssetPricing (version 0.0-10)

AssetPricing-internal: Internal AssetPricing functions

Description

Internal AssetPricing functions.

Usage

a2sf(x,tt,xlim,npts=1000)
cev(x,t,v,type,maximize=FALSE)
findSolType(S,prices)
getPossPrices(v,t,alpha,beta,kn,Kpa)
i2qj(i,qmax,jmax)
initx(v,type)
.newt(fn,start,...,eps.p = 1e-08,eps.v = NULL,
     maxit = 50,verb = FALSE)
plot.stepfun(x, xval, xlim, ylim = range(c(y, Fn.kn)), xlab = "x",
             ylab = "f(x)", main = NULL, add = FALSE, verticals = TRUE,
             do.points = TRUE, pch = par("pch"), col = par("col"),
             col.points = col, cex.points = par("cex"), col.hor = col,
             col.vert = col, lty = par("lty"), lwd = par("lwd"), ...)
putAway(tstor,type,jmax,qmax,tmax,discrete,prices=NULL)
qj2i(q,j,qmax)
rwmax(x,eps)
scrG(x,tt)
scrF(v,tt,op=FALSE)
turnPts(a,b,v,Kpa,xlo,xhi)
vupdate(x,tt,type)
xsolve.cont(S,lambda,gprob,tmax,qmax,nstep,type,
                           alpha,salval,nverb)
xsolve.disc(S,lambda,gprob,tmax,qmax,prices,nstep,type,
                           alpha,salval,maxFac,nverb)
xsolve.pwl(S,lambda,gprob,tmax,qmax,nstep,type,
                           alpha,salval,maxFac,nverb)

Arguments

Details

These functions are auxiliary and are not intended to be called by the user.