ecdb-class

ecdb

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

ecdb-class function

<dl class="dl-horizontal">
<dt><code>call</code></dt><dd>the match.call slot</dd></dl><dt><code>file</code></dt><dd>character, the full path to an elliptic database.</dd><dt><code>conn</code></dt><dd>an object of SQLiteConnection class.</dd><dt><code>is.internal</code></dt><dd>logical, whether the connected db is internal.</dd><dt><code>conf</code></dt><dd>list of configuration for data generation assigned by the constructor.
Typical user should not have to modify this list 
unless you need to generate more data for advanced research.</dd>

ecdb-class: setClass for ecdb class

Description

Arguments

Slots