R: N-Factor Commodity Pricing Through Term Structure Estimation

# N-Factor Commodity Pricing Through Term Structure Estimation

## Documentation for package ‘NFCP’ version 1.2.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

American_option_value | N-factor model American options on futures contracts valuation
European_option_value | N-factor model European options on futures contracts valuation
futures_price_forecast | Forecast the futures prices of an N-factor model
futures_price_simulate | Simulate futures prices of an N-factor model through Monte Carlo simulation
NFCP_domains | N-Factor MLE search boundaries
NFCP_Kalman_filter | Filter an N-factor commodity pricing model though the Kalman filter
NFCP_MLE | N-factor model parameter estimation through the Kalman filter and maximum likelihood estimation
NFCP_parameters | Specify the constant parameters of an N-factor model
spot_price_forecast | Forecast spot prices of an N-factor model
spot_price_simulate | Simulate spot prices of an N-factor model through Monte Carlo simulation
SS_oil | Crude oil term structure futures data (1990 - 1995)
stitch_contracts | Stitch futures contracts
TSfit_volatility | Calculate the volatility term structure of futures returns