#5

R/BS_Geometric_Asian_Greeks.R

@@ -8,7 +8,7 @@
 #' \eqn{\exp \left( \frac{1}{T} \int_0^T \ln S_t dt \right)}, where
 #' \eqn{S_t} is the price of the underlying asset at time \eqn{t} and \eqn{T} is
 #' the time-to-maturity of the option.
-#' For more details on the definition of Greeks see the function [Greeks].
+#' For more details on the definition of Greeks see [Greeks].
 #'
 #' @export
 #'

R/BS_Implied_Volatility.R

@@ -2,11 +2,11 @@
 #' Computes the implied volatility for European put- and call options in the
 #' Black Scholes model via Halley's method.
 #'
-#' @description For the definition of *implied volatility* see the function
-#'  [Implied_Volatility].
-#'  [BS_Implied_Volatility] offers a very fast implementation for European put-
-#'  and call options applying Halley's method (see
-#'  [en.wikipedia.org/wiki/Halley%27s_method](https://en.wikipedia.org/wiki/Halley%27s_method)).
+#' @description For the definition of *implied volatility* see
+#' [Implied_Volatility].
+#' [BS_Implied_Volatility] offers a very fast implementation for European put-
+#' and call options applying Halley's method (see
+#' [en.wikipedia.org/wiki/Halley%27s_method](https://en.wikipedia.org/wiki/Halley%27s_method)).
 #'
 #' @export
 #'

R/Binomial_American_Greeks.R

@@ -3,7 +3,11 @@
 #' options pricing model
 #'
 #' @description
-#' For details see the function [Greeks]
+#' In contract to European Options, American options can a executed at any time
+#' until the expiration date.
+#' For more details on the definition of Greeks in general see [Greeks].
+#' This functions computes Greeks of American put- and call options in the
+#' binomial option pricing model (see (Hull, 2022)).
 #'
 #' @export
 #'
@@ -35,6 +39,9 @@
 #' payoff = "call", greek = c("fair_value", "delta", "vega", "theta", "rho",
 #' "epsilon", "gamma"), steps = 20)
 #'
+#'@references
+#' Hull, J. C. (2022). Options, futures, and other derivatives (11th Edition). Pearson
+#'
 
 Binomial_American_Greeks <-
   function(initial_price = 100,

R/Greeks_UI.R

@@ -1,6 +1,18 @@
 #' @title
 #' Opens a shiny app to interactively visualize option prices and Greeks.
 #'
+#' @description
+#' Opens a shiny app to interactively visualize option prices and Greeks.
+#' This works for European Options (see [BS_European_Greeks]), American
+#' Options (see [Binomial_American_Greeks]), Geometric Asian Options (see
+#' [BS_Geometric_Asian_Greeks]), as well as Asian options (see
+#' [BS_Malliavin_Asian_Greeks]).
+#' For performance reasons, just the Black-Scholes model is possible, and for
+#' some cases, the set of Greeks is limited.
+#' On the y-Axis, the option value resp. the value of the greeks are displayed,
+#' for the x-axis, several parameters like `initial_price` or `time_to_maturity`
+#' are possible
+#'
 #' @export
 #'
 #' @import "shiny"

R/Malliavin_Asian_Greeks.R

@@ -9,8 +9,7 @@
 #' execution of an Asian option depends on the average price of option,
 #' \eqn{\frac{1}{T} \int_0^T S_t dt}, where \eqn{T} is the time-to-maturity of
 #' the option.
-#' For more details on the definition of Greeks in general see the function
-#' [Greeks].
+#' For more details on the definition of Greeks in general see [Greeks].
 #'
 #' For a description of Malliavin Monte Carlo Methods for Greeks see for example
 #' (Hudde & Rüschendorf, 2023)
@@ -113,7 +112,7 @@ Malliavin_Asian_Greeks <- function(
     }
     dpayoff <- function(x, exercise_price) {
       return(-(x < exercise_price) + 0)
-      }
+    }
   } else if (payoff == "digital_call") {
     payoff <- function(x, exercise_price) {ifelse(x >= exercise_price, 1, 0)
     }