ecdq-class

setClass for ecdq class, the quantile generator

class

Constructor

ecdq

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.

Stephen Lihn

Elliptic Lambda Distribution and Option Pricing Model

ecdq-class function

<dl class="dl-horizontal">
<dt><code>call</code></dt><dd>the match.call slot</dd></dl><dt><code>xseg.from,xseg.to</code></dt><dd>numeric vectors. The from and to for each x segment.</dd><dt><code>cseg.from,cseg.to</code></dt><dd>numeric vectors. The from and to for each cdf segment.</dd><dt><code>cseg.min,cseg.max</code></dt><dd>numeric. The min and max of cdf segments.</dd><dt><code>N_seg</code></dt><dd>numeric. Number of segments.</dd><dt><code>cdf.fit</code></dt><dd>A vector of <code>lm</code> object, one for each segment.</dd><dt><code>x_left_tail,x_right_tail</code></dt><dd>numeric. The starting x of left and right tails.</dd><dt><code>fit.left,fit.right</code></dt><dd>objects of <code>lm</code> class for fitting the tails.</dd><dt><code>conf</code></dt><dd>list of miscelaneous configurations. For debugging purpose.</dd>

ecdq-class: setClass for ecdq class

Description

Arguments

Slots