GUI for DErivatives in R

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Documentation for package ‘GUIDE’ version 1.2.7

Help Pages

GUIDE-package The main menu for the GUIDE package.
ABMPaths Simulate and plot Arithmetic Brownian Motion path(s)
basicpayoffs Plot payoffs / profit and loss of European Call/Put.
bearspreadputs Profit & Loss plot of bear spread with puts.
blackscholes Calculate the Black scholes formula value of a European Call/Put.
bondchange Calculate the change in the price of a bond for change in yield based on the duration or duration and convexity approximtion.
bondconv Calculate the convexity of a bond.
bonddur Calculate the duration of a bond.
bondforwardtreegui Plot a Bond Forward Tree
bondfuturestreegui Plot a Bond Futures Tree
bondoptiontreegui Plot a Bond Option Tree
bondprice Calculate the price of a bond.
bondtreegui Plot a Bond Tree
BrownianPaths Simulate and plot Brownian Motion path(s)
bullspreadcalls Profit & Loss plot of bull spread with calls.
butterfly Profit & Loss plot of butterfly.
calcgreeks Calculate the greeks for a European Call/Put.
captreegui Plot a Cap Tree
cashprice Calculate the Cash price of a T Bond Futures
cdswap Calculate the spread in a credit default swap.
curswapvalue Calculate the value of a fixed-fixed currency swap.
durcoupon Plot the relationship between duration and coupon rate of a bond.
durmaturity Plot the relationship between duration and maturity of a bond.
duryield Plot the relationship between duration and yield of a bond.
eurodollar Calculate the value of a eurodollar futures contract price from the CME IMM Quote.
floortreegui Plot a Floor Tree
forwardcommodity Calculate the forward value of a commodity.
forwardcurrency Calculate the forward value of a currency.
forwardstock Calculate the forward value of a stock.
fra Calculate the forward rate.
fravalue Calculate the value of a forward rate agreement.
futurescommodity Calculate the value of a commodity futures.
futurescurrency Calculate the value of a currency futures.
futuresstock Calculate the value of a stock futures.
fv Calculate the future value of an amount.
fvann Calculate the future value of an annuity.
GBMPaths Simulate and plot Geometric Brownian Motion path(s)
greekneutrality Calculate the hedge positions for achieving greek(s) neutrality for European Call/Put.
GUIDE The main menu for the GUIDE package.
impvol Calculate the Black scholes implied volatility of a European Call/Put.
irswapvalue Calculate the value of an interest rate swap.
JDPaths Simulate and plot Jump Diffusion path(s)
Premium3D Option premium as a function of stock price/strike and time.
pricematurity Plot the relationship between price and maturity of a bond.
priceyield Plot the relationship between price and yield of a bond.
pv Calculate the Present value of an amount.
pval Calculate the cumulative probability corresponding to a given a z value from a normal distribution.
pvann Calculate the Present value of an annuity.
rate Calculate rate in the desired frequency.
ratetreegui Plot a interest rate tree
reversebutterfly Profit & Loss plot of reverse butterfly.
reversestraddle Profit & Loss plot of reverse straddle.
reversestrangle Profit & Loss plot of reverse strangle.
stockoptiontreegui Plot a stock option Tree
stockTimeGreeks Plot of option greeks for a European Call/Put as a function of stock price and time.
straddle Profit & Loss plot of straddle.
strangle Profit & Loss plot of strangle.
strap Profit & Loss plot of strap.
strip Profit & Loss plot of strip.
swaptiontreegui Plot a Swaption Tree
swaptreegui Plot a swap Tree
trading.menu A menu for Option trading strategies.
var1stock Calculate the value at risk of a single stock.
var2stocks Calculate the value at risk of two stocks.
varbehavior Plot the behavior of value at risk as a function of its determinants.
zval Calculate the cumulative probability corresponding to a given a z value from a normal distribution.