ecdattr.pairs

alpha, gamma

numeric, representing type of cusp. Only 0 (default) and 1 are allowed.

cusp

logical, whether to use mpfr for ecd object, default is <code>FALSE</code>.

use.mpfr


The list is created by the Cartesian product between <code>alpha</code> and <code>gamma</code>.
This contains the data points of a rectangular area defined by <code>alpha,gamma</code>.
If <code>cusp</code> is 1, data points are on the critical line specified by <code>alpha</code>.


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.

ecdattr.pairs: Create a list of basic `ecdattr` objects

Description

Usage

Arguments

Value