Ajout de la fonction putHeston et putEpps

man/putEpps.Rd

@@ -2,16 +2,16 @@
 \alias{putEpps}
 \title{European put option pricing using characteristic function}
 \usage{
-putEpps(char.fn, strikeprice, eval.time, expiry.time, rate, ...,
+putEpps(strikeprice, char.fn, eval.time, expiry.time, rate, ...,
   int.bounds = c(-Inf, Inf))
 }
 \arguments{
-  \item{char.fn}{Characteristic function of the price level
-  at expiry time}
-
   \item{strikeprice}{Strike price, relative to a unit stock
   price}
 
+  \item{char.fn}{Characteristic function of the price level
+  at expiry time}
+
   \item{eval.time}{Evaluation time}
 
   \item{expiry.time}{Expiry time}

man/putHeston.Rd

@@ -0,0 +1,37 @@
+\name{putHeston}
+\alias{putHeston}
+\title{European put option pricing using Heston method}
+\usage{
+putHeston(strikeprice, dist.fn, ess.dist.fn, eval.time, expiry.time, rate, ...)
+}
+\arguments{
+  \item{strikeprice}{Strike price, relative to a unit stock
+  price}
+
+  \item{dist.fn}{Distribution function for the risk neutral
+  log-price process}
+
+  \item{ess.dist.fn}{Esscher transformed (with h=1)
+  distribution function for the risk neutral log-price
+  process}
+
+  \item{eval.time}{Evaluation time}
+
+  \item{expiry.time}{Expiry time}
+
+  \item{rate}{Continuously compounded interest rate (force
+  of interest)}
+
+  \item{...}{Parameters of the distribution function
+  dist.fn}
+}
+\value{
+European put option price
+}
+\description{
+European put option pricing using Heston method
+}
+\author{
+Francois Pelletier
+}
+