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Financial Toolbox Classes

Alphabetical List By Category
bmBrownian motion models
cevConstant Elasticity of Variance (CEV) models
cirCox-Ingersoll-Ross mean-reverting square root diffusion models
creditscorecardCreate creditscorecard object to build credit scorecard model
diffusionDiffusion-rate model component
driftDrift-rate model component
fintsConstruct financial time series object
gbmGeometric Brownian motion model
hestonHeston model
hwvHull-White/Vasicek Gaussian Diffusion model
PortfolioPortfolio object for mean-variance portfolio optimization and analysis
PortfolioCVaRPortfolioCVaR object for conditional value-at-risk portfolio optimization and analysis
PortfolioMADPortfolioMAD object for mean-absolute deviation portfolio optimization and analysis
sdeStochastic Differential Equation (SDE) model
sdeddoStochastic Differential Equation (SDE) model from Drift and Diffusion components
sdeldSDE with Linear Drift model
sdemrdSDE with Mean-Reverting Drift model
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