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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - 2007, Diethelm Wuertz, GPL
# Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# info@rmetrics.org
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# FUNCTION: DESCRIPTION:
# CRRBinomialTreeOption Cox-Ross-Rubinstein Binomial Tree Option Model
# JRBinomialTreeOption JR Modfication to the Binomial Tree Option
# TIANBinomialTreeOption Tian's Modification to the Binomial Tree Option
# FUNCTION: DESCRIPTION:
# BinomialTreeOption CRR Binomial Tree Option with Cost of Carry Term
# BinomialTreePlot Plots results from the CRR Option Pricing Model
################################################################################
test.CRRBinomialTreeOption =
function()
{
# CRRBinomialTreeOption
# Cox-Ross-Rubinstein Binomial Tree Option Model
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.JRBinomialTreeOption =
function()
{
# JRBinomialTreeOption
# JR Modfication to the Binomial Tree Option
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.TIANBinomialTreeOption =
function()
{
# TIANBinomialTreeOption
# Tian's Modification to the Binomial Tree Option
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.BinomialTreeOption =
function()
{
# BinomialTreeOption
# CRR Binomial Tree Option with Cost of Carry Term
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.BinomialTreePlot =
function()
{
# BinomialTreePlot
# Plots results from the CRR Option Pricing Model
# Return Value:
return()
}
################################################################################
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