| Name : R-VarSwapPrice
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:04:59
|
| Group : Development/Libraries/Other
| Source RPM : R-VarSwapPrice-1.0-lp153.2.13.src.rpm
|
| Size : 0.02 MB
| |
| Packager : (none)
| |
| Summary : Pricing a variance swap on an equity index
|
Description :
Computes a portfolio of European options that replicates the cost of
capturing the realised variance of an equity index.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
