schwartz97-package | Two-factor Commodity Model |
coef-method | Extract parameters of schwartz2f objects |
coef.schwartz2f | Extract parameters of schwartz2f objects |
coef.schwartz2f.fit | Extract parameters of schwartz2f objects |
coefficients-method | Extract parameters of schwartz2f objects |
dfutures | Schwartz two-factor Model: Distribution of Futures Prices |
dfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
dstate | Schwartz two-factor Model: Distribution of the State Variables |
dstate-method | Schwartz two-factor Model: Distribution of the State Variables |
filter.schwartz2f | Schwartz two-factor Model: Filter futures data |
filter.schwartz2f-method | Schwartz two-factor Model: Filter futures data |
fit.schwartz2f | Schwartz 1997 two factor parameter estimation |
fitted-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-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-method | Schwartz two-factor Model: Distribution of Futures Prices |
plot-fit-methods | Plot Schwartz two-factor fit-objects |
plot-method | Plot Schwartz two-factor fit-objects |
plot-method | Plot Schwartz two-factor trajectories |
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-method | Schwartz two-factor Model: Futures Prices |
priceoption | Schwartz two-factor Model: European Option Prices |
priceoption-method | Schwartz two-factor Model: European Option Prices |
pstate | Schwartz two-factor Model: Distribution of the State Variables |
pstate-method | Schwartz two-factor Model: Distribution of the State Variables |
qfutures | Schwartz two-factor Model: Distribution of Futures Prices |
qfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
qstate | Schwartz two-factor Model: Distribution of the State Variables |
qstate-method | Schwartz two-factor Model: Distribution of the State Variables |
resid-method | Extract Model Residuals |
resid.schwartz2f.fit | Extract Model Residuals |
rfutures | Schwartz two-factor Model: Distribution of Futures Prices |
rfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
rstate | Schwartz two-factor Model: Sampling from the State Variables |
rstate-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-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-method | Schwartz two-factor Model: Sampling from the State Variables |
vcov-method | Expected value and variance-covariance |
vcov-methods | Expected value and variance-covariance |
vcov.schwartz2f | Expected value and variance-covariance |