[Returnanalytics-commits] r3886 - pkg/Dowd
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
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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