read

read,ecdb-method

read.ecdb

object

numeric vectors of points for cartesian product

alpha, gamma

length-two numeric vectors of min and max range

alim, glim

numeric. Type of cusp. Only 0 and 1 are allowed.
If cusp=1, read cusp data on the critical line.
Reading cusp data must be done from the <code>alpha</code> side.
Default: 0.

cusp

logical, for polar coordinate extension: 
<code>R, theta, angle</code>.
Default: <code>FALSE</code>.

polar_ext


Read ecdb into data.frame. This can be accomplished by either specifying
the range of <code>alpha,gamma</code> or the cartesian product of <code>alpha,gamma</code>
point by point, or both. If both are specified, it follows a similar logic as plot 
how <code>x,y</code> is scoped by <code>xlim,ylim</code>.


ecdb

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.

read.ecdb: Read API for the ecdb

Description

Usage

Arguments

Value