R: Extensible Derivative Pricing and Risk Analytics

# Extensible Derivative Pricing and Risk Analytics

## Documentation for package ‘CustomDerivative’ version 0.2.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

asian_call_payoff | Arithmetic-average Asian call payoff
black_scholes_price | Black-Scholes price for a European option
call_payoff | Standard terminal payoff functions
CustomDerivative | Legacy CustomDerivative R6 interface
digital_call_payoff | Standard terminal payoff functions
down_and_out_call_payoff | Down-and-out European call payoff
finite_difference_greeks | Finite-difference Greeks for a pricing function
payoff_helpers | Standard terminal payoff functions
price_european_mc | Monte Carlo price for a European custom payoff
price_path_dependent_mc | Monte Carlo price for a path-dependent custom payoff
put_payoff | Standard terminal payoff functions
simulate_gbm_paths | Simulate geometric Brownian motion paths