[Returnanalytics-commits] r3886 - pkg/Dowd

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Fri Jul 31 11:21:53 CEST 2015


Author: dacharya
Date: 2015-07-31 11:21:52 +0200 (Fri, 31 Jul 2015)
New Revision: 3886

Modified:
   pkg/Dowd/NAMESPACE
Log:
Functions LongBlackScholesPutVaR, LongBlackScholesCallVaR, ShortBlackScholesCallVaR, ShortBlackScholesPutVaR added

Modified: pkg/Dowd/NAMESPACE
===================================================================
--- pkg/Dowd/NAMESPACE	2015-07-29 23:12:23 UTC (rev 3885)
+++ pkg/Dowd/NAMESPACE	2015-07-31 09:21:52 UTC (rev 3886)
@@ -88,6 +88,8 @@
 export(LogtVaRPlot2DCL)
 export(LogtVaRPlot2DHP)
 export(LogtVaRPlot3D)
+export(LongBlackScholesCallVaR)
+export(LongBlackScholesPutVaR)
 export(LopezBacktest)
 export(MEFPlot)
 export(NormalES)
@@ -114,6 +116,8 @@
 export(PickandsEstimator)
 export(PickandsPlot)
 export(ProductCopulaVaR)
+export(ShortBlackScholesCallVaR)
+export(ShortBlackScholesPutVaR)
 export(TQQPlot)
 export(tES)
 export(tESDFPerc)



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