ecd-package

<p>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.</p>

Elliptic lambda distribution and lambda option pricing model
have been evolved into a framework of
stable-law inspired distributions,
such as the extended stable lambda distribution for asset return,
stable count distribution for volatility,
and Lihn-Laplace process as a leptokurtic extension of Wiener process.
This package contains functions for the computation of
density, probability, quantile, random variable, 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