AmericanOption-class    A standard option contract allowing for _early_
                        exercise at the choice of the option holder
CALL                    Constant CALL for defining option contracts
CallableBond-class      Callable (and putable) corporate or government
                        bond.
ConvertibleBond-class   Convertible bond with exercise into stock
CouponBond-class        Standard corporate or government bond
EquityOption-class      An option contract with call or put terms
EuropeanOption-class    A standard option contract
GridPricedInstrument-class
                        Representation of financial instrument amenable
                        to grid pricing schemes
PUT                     Constant PUT for defining option contracts
TIME_RESOLUTION_FACTOR
                        Constant to define when times are considered so
                        close to each other that they should be treated
                        as simultaneous
TIME_RESOLUTION_SIGNIF_DIGITS
                        Constant to define when times are considered so
                        close to each other that they should be treated
                        as simultaneous, in terms of significant digits
TSLAMarket              Market information snapshot for TSLA options
ZeroCouponBond-class    A simple contract paying the 'notional' amount
                        at the 'maturity'
accelerated_coupon_value
                        Present value of coupons according to an
                        acceleration schedule
adjust_for_dividends    Find the sum of time-adjusted dividend values
                        and adjust grid prices according to their size
                        in the given interval
american                Price one or more american-exercise options
american_implied_volatility
                        Implied volatility of an american option with
                        equity-independent term structures
black_scholes_on_term_structures
                        Black-Scholes pricing of european-exercise
                        options with term structure arguments
blackscholes            Vectorized Black-Scholes pricing of
                        european-exercise options
construct_implicit_grid_structure
                        Structure of implicit numerical integration
                        grid
construct_tridiagonals
                        Matrix entries for implicit numerical
                        differentiation using Neumann boundary
                        conditions
control_variate_pairs   Form instrument objects for vanilla options
coupon_value_at_exercise
                        Present value of coupons according to an
                        acceleration schedule
detail_from_AnnivDates
                        Convert output of BondValuation::AnnivDates to
                        inputd for Bond
equivalent_bs_vola_to_jump
                        Find straight Black-Scholes volatility
                        equivalent to jump process with a given default
                        risk
equivalent_jump_vola_to_bs
                        Find jump process volatility with a given
                        default risk from a straight Black-Scholes
                        volatility
find_present_value      Use a model to estimate the present value of
                        financial derivatives
fit_to_option_market    Calibrate volatilities and equity-linked
                        default intensity
fit_to_option_market_df
                        Calibrate volatilities and equity-linked
                        default intensity making many assumptions
fit_variance_cumulation
                        Fit piecewise constant volatilities to a set of
                        equity options
form_present_value_grid
                        Use a model to estimate the present value of
                        financial derivatives on a grid of initial
                        underlying values
implied_jump_process_volatility
                        Implied volatility of any instrument
implied_volatilities    Implied volatilities of european-exercise
                        options under Black-Scholes or a jump-process
                        extension
implied_volatilities_with_rates_struct
                        Find the implied volatility of
                        european-exercise options with a term structure
                        of interest rates
implied_volatility      Implied volatility of european-exercise option
                        under Black-Scholes or a jump-process extension
implied_volatility_with_term_struct
                        Find the implied volatility of a
                        european-exercise option with term structures
infer_conforming_time_grid
                        A time grid with extra times inserted for
                        coupons, calls and puts
integrate_pde           Numerically integrate the pricing differential
                        equation
is.blank                Return TRUE if the argument is empty, NULL or
                        NA
iterate_grid_from_timestep
                        Iterate over a set of timesteps to integrate
                        the pricing differential equation
penalty_with_intensity_link
                        Helper function (volatility-normalized pricing
                        error) for calibration of equity-linked default
                        intensity
price_with_intensity_link
                        Helper function (instrument pricing) for
                        calibration of equity-linked default intensity
ragtop                  Pricing schemes for derivatives using
                        equity-linked default intensity
shift_for_dividends     Shift a set of grid values for dividends paid,
                        using spline interpolation
spot_to_df_fcn          Create a discount factor function from a yield
                        curve
take_implicit_timestep
                        Backwardate grid values one timestep
time_adj_dividends      Find the sum of time-adjusted dividend values
timestep_instruments    Take an implicit timestep for all the given
                        instruments
treasury_df             Get a US Treasury curve discount factor
                        function
treasury_df_raw         Get a US Treasury curve discount factor
                        function
value_from_prior_coupons
                        Present value of past coupons paid
variance_cumulation_from_vols
                        Create a variance cumulation function from a
                        volatility term structure
