AsianBS                 Asian option valuation via Black-Scholes (BS)
                        model
AsianMC                 Asian option valuation with Monte Carlo (MC)
                        simulation.
AverageStrikeMC         Average Strike option valuation via Monte Carlo
                        (MC) simulation
BOPM                    Binomial option pricing model
BOPM_Eu                 European option valuation (vectorized
                        computation).
BS                      Black-Scholes (BS) pricing model
BS_Simple               Black-Scholes formula
BarrierBS               Barrier option pricing via Black-Scholes (BS)
                        model
BarrierLT               Barrrier option valuation via lattice tree (LT)
BarrierMC               Barrier option valuation via Monte Carlo (MC)
                        simulation.
BinaryBS                Binary option valuation with Black-Scholes (BS)
                        model
BinaryMC                Binary option valuation via Monte-Carlo (via)
                        simulation.
Binary_BOPM             Binary option valuation vialattice tree (LT)
                        implementation
ChooserBS               Chooser option valuation via Black-Scholes (BS)
                        model
ChooserLT               Chooser option valuation via Lattice Tree (LT)
                        Model
ChooserMC               Chooser option valuation via Monte Carlo (MC)
                        simulations
CompoundBS              Compound option valuation with Black-Scholes
                        (BS) model
CompoundLT              Compound option valuation via lattice tree (LT)
                        model
DeferredPaymentLT       DeferredPaymentLT
ForeignEquityBS         ForeignEquity option valuation via
                        Black-Scholes (BS) model
ForwardStartBS          ForwardStart option valuation via Black-Scholes
                        (BS) model
ForwardStartMC          Forward Start option valuation via Monte-Carlo
                        (MC) simulation
GapBS                   Gap option valuation via Black-Scholes (BS)
                        model
GapLT                   Gap option valuation via lattice tree (LT)
                        model
GapMC                   Gap option valuation via Monte Carlo (MC)
                        simulation
HolderExtendibleBS      Holder Extendible option valuation via
                        Black-Scholes (BS) model
LadderMC                Ladder option valuation via Monte Carlo (MC)
                        simulation.
LookbackBS              Lookback option valuation with Black-Scholes
                        (BS) model
LookbackMC              Lookback option valuation via Monte Carlo (MC)
                        simulation
Opt                     'Opt' object constructor
OptPos                  'OptPos' object constructor
OptPx                   'OptPx' object constructor
PerpetualBS             Perpetual option valuation via Black-Scholes
                        (BS) model
Profit                  Computes payout/profit values
QuotientBS              Quotient option valuation via Black-Scholes
                        (BS) model
QuotientMC              Quotient option valuation via Monte Carlo (MC)
                        model
RainbowBS               Rainbow option valuation via Black-Scholes (BS)
                        model
ShoutFD                 Shout option valuation via finite differences
                        (FD) method
ShoutLT                 Shout option valuation via lattice tree (LT)
ShoutLTVectorized       Shout option valuation via lattice tree (LT)
ShoutMC                 Shout option valuation via Monte Carlo (MC)
                        simulations.
VarianceSwapBS          Variance Swap valuation via Black-Scholes (BS)
                        model
VarianceSwapMC          VarianceSwap option valuation via Monte Carlo
                        (MC) simulation.
as.OptPos               Coerce an argument to 'OptPos' class.
is.Opt                  Is an object 'Opt'?
is.OptPos               Is an object 'OptPos'?
is.OptPx                Is an object 'OptPx'?
pbnorm                  Bivariate Standard Normal CDF
