Package: VarSwapPrice
Type: Package
Title: Pricing a variance swap on an equity index
Version: 1.0
Date: 2012-03-14
Author: Paolo Zagaglia
Maintainer: Paolo Zagaglia <paolo.zagaglia@gmail.com>
Description: Computes a portfolio of European options that replicates
        the cost of capturing the realised variance of an equity index.
License: GPL-3
LazyLoad: yes
Packaged: 2012-03-15 17:59:36 UTC; paolozagaglia
Repository: CRAN
Date/Publication: 2012-03-15 18:43:58
