Distance to Default

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Documentation for package ‘DtD’ version 0.2.2

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

BS_call	European Call Option Price and the Inverse
BS_fit	Fit Black-Scholes Parameters
BS_fit_rolling	Fit Black-Scholes Parameters Over Rolling Window
BS_sim	Simulate Stock Price and Price of Underlying Asset
get_underlying	European Call Option Price and the Inverse
merton_ll	Compute Log-Likelihood of Merton Model