ecd-package


The ecd package provides the core class and functions to calculate 
the elliptic distribution. They are either generic or use <code>ecd.</code> namespace.
The lambda distribution is using <code>ecld.</code> namespace. SGED is considered part of ecld.
The option pricing API is using <code>ecop.</code> namespace.


An implementation of the univariate elliptic distribution
and elliptic option pricing model. It provides detailed functionality
and data sets for the distribution and modelling.
Especially, it contains functions for the computation of
density, probability, quantile, fitting procedures, option prices,
volatility smile. It also comes with sample financial data, and plotting routines.

ecd-package: ecd: A package for the elliptic distribution.

Description

Arguments