schwartz97-package |
Two-factor Commodity Model |
coef,schwartz2f-method |
Extract parameters of schwartz2f objects |
coef,schwartz2f.fit-method |
Extract parameters of schwartz2f objects |
coef.schwartz2f |
Extract parameters of schwartz2f objects |
coef.schwartz2f.fit |
Extract parameters of schwartz2f objects |
coefficients,schwartz2f-method |
Extract parameters of schwartz2f objects |
coefficients,schwartz2f.fit-method |
Extract parameters of schwartz2f objects |
dfutures |
Schwartz two-factor Model: Distribution of Futures Prices |
dfutures,ANY,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of Futures Prices |
dfutures,ANY,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of Futures Prices |
dfutures,ANY,ANY,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: Distribution of Futures Prices |
dstate |
Schwartz two-factor Model: Distribution of the State Variables |
dstate,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of the State Variables |
dstate,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of the State Variables |
filter.schwartz2f |
Schwartz two-factor Model: Filter futures data |
filter.schwartz2f,ANY,ANY,numeric-method |
Schwartz two-factor Model: Filter futures data |
filter.schwartz2f,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Filter futures data |
filter.schwartz2f,ANY,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: Filter futures data |
fit.schwartz2f |
Schwartz 1997 two factor commodity model |
fitted,schwartz2f.fit-method |
Extract Model Fitted Values |
fitted.schwartz2f.fit |
Extract Model Fitted Values |
futures |
Daily futures prices |
futures-data |
Daily futures prices |
futuresplot |
Visualization of Futures Data |
mean,schwartz2f-method |
Expected value and variance-covariance |
mean-methods |
Expected value and variance-covariance |
mean.schwartz2f |
Expected value and variance-covariance |
pfutures |
Schwartz two-factor Model: Distribution of Futures Prices |
pfutures,ANY,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of Futures Prices |
pfutures,ANY,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of Futures Prices |
pfutures,ANY,ANY,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: Distribution of Futures Prices |
plot,schwartz2f,missing-method |
Plot Schwartz two-factor trajectories |
plot,schwartz2f.fit,missing-method |
Plot Schwartz two-factor fit-objects |
plot-fit-methods |
Plot Schwartz two-factor fit-objects |
plot-state-methods |
Plot Schwartz two-factor trajectories |
plot.schwartz2f |
Plot Schwartz two-factor trajectories |
plot.schwartz2f.fit |
Plot Schwartz two-factor fit-objects |
pricefutures |
Schwartz two-factor Model: Futures Prices |
pricefutures,ANY,numeric-method |
Schwartz two-factor Model: Futures Prices |
pricefutures,ANY,schwartz2f-method |
Schwartz two-factor Model: Futures Prices |
pricefutures,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: Futures Prices |
priceoption |
Schwartz two-factor Model: European Option Prices |
priceoption,ANY,ANY,ANY,ANY,numeric-method |
Schwartz two-factor Model: European Option Prices |
priceoption,ANY,ANY,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: European Option Prices |
priceoption,ANY,ANY,ANY,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: European Option Prices |
pstate |
Schwartz two-factor Model: Distribution of the State Variables |
pstate,ANY,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of the State Variables |
pstate,ANY,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of the State Variables |
qfutures |
Schwartz two-factor Model: Distribution of Futures Prices |
qfutures,ANY,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of Futures Prices |
qfutures,ANY,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of Futures Prices |
qfutures,ANY,ANY,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: Distribution of Futures Prices |
qstate |
Schwartz two-factor Model: Distribution of the State Variables |
qstate,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of the State Variables |
qstate,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of the State Variables |
resid,schwartz2f.fit-method |
Extract Model Residuals |
resid.schwartz2f.fit |
Extract Model Residuals |
rfutures |
Schwartz two-factor Model: Distribution of Futures Prices |
rfutures,ANY,ANY,ANY,numeric-method |
Schwartz two-factor Model: Distribution of Futures Prices |
rfutures,ANY,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Distribution of Futures Prices |
rfutures,ANY,ANY,ANY,schwartz2f.fit-method |
Schwartz two-factor Model: Distribution of Futures Prices |
rstate |
Schwartz two-factor Model: Sampling from the State Variables |
rstate,ANY,ANY,numeric-method |
Schwartz two-factor Model: Sampling from the State Variables |
rstate,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Sampling from the State Variables |
schwartz2f |
Create schwartz2f objects |
schwartz2f-class |
Classes schwartz2f and schwartz2f.fit |
schwartz2f.fit |
Classes schwartz2f and schwartz2f.fit |
schwartz2f.fit-class |
Classes schwartz2f and schwartz2f.fit |
schwartz97 |
Two-factor Commodity Model |
show,schwartz2f-method |
Classes schwartz2f and schwartz2f.fit |
show,schwartz2f.fit-method |
Classes schwartz2f and schwartz2f.fit |
show.schwartz2f |
Classes schwartz2f and schwartz2f.fit |
show.schwartz2f.fit |
Classes schwartz2f and schwartz2f.fit |
simstate |
Schwartz two-factor Model: Sampling from the State Variables |
simstate,ANY,ANY,numeric-method |
Schwartz two-factor Model: Sampling from the State Variables |
simstate,ANY,ANY,schwartz2f-method |
Schwartz two-factor Model: Sampling from the State Variables |
vcov,schwartz2f-method |
Expected value and variance-covariance |
vcov-methods |
Expected value and variance-covariance |
vcov.schwartz2f |
Expected value and variance-covariance |