ecdattr-class


The <code>ecdattr</code> class serves as an object-oriented interface 
between R and ECDB. This class is used extensively during
the <code><a rd-options="" href="/link/bootstrap?package=ecd&version=0.6.4" data-mini-rdoc="ecd::bootstrap">bootstrap</a></code> process. A list of light-weight <code>ecdattr</code> 
objects is created first by <code><a rd-options="" href="/link/ecdattr.pairs?package=ecd&version=0.6.4" data-mini-rdoc="ecd::ecdattr.pairs">ecdattr.pairs</a></code> function,
then the <code><a rd-options="" href="/link/ecdattr.enrich?package=ecd&version=0.6.4" data-mini-rdoc="ecd::ecdattr.enrich">ecdattr.enrich</a></code> function is invoked in parallel to calculate 
additional <code>ecd</code> attributes.


ecdattr

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.

Stephen Lihn

Elliptic Distribution Based on Elliptic Curves

ecdattr-class function

 <dl>
<dt><code>call</code></dt><dd>the match.call slot</dd> <dt><code>alpha</code></dt><dd>numeric</dd> <dt><code>gamma</code></dt><dd>numeric. When cusp is 1, <code>gamma</code> is derived.</dd> <dt><code>cusp</code></dt><dd>numeric, representing type of cusp. Only 0 (default) and 1 are allowed.</dd> <dt><code>use.mpfr</code></dt><dd>logical, whether to use mpfr for ecd object.</dd> <dt><code>enriched</code></dt><dd>logical. If <code>TRUE</code>, it indicates the object has been enriched with ecd attributes.</dd> <dt><code>alpha_m</code></dt><dd>numeric, <code>alpha</code>*1000000.</dd> <dt><code>gamma_m</code></dt><dd>numeric, <code>gamma</code>*1000000.</dd> <dt><code>ecd</code></dt><dd>an object of ecd class.</dd> <dt><code>attr</code></dt><dd>list of attributes. They are <code>NULL</code> protected for SQLite.</dd> </dl>

ecdattr-class: An S4 class to represent the `ecdattr` row in the Elliptic Database (ECDB)

Description

Arguments

Slots