optByHestonFFT | Option price by Heston model using FFT and FRFT |
optSensByHestonFFT | Option price and sensitivities by Heston model using FFT and FRFT |
optByHestonNI | Option price by Heston model using numerical integration |
optSensByHestonNI | Option price and sensitivities by Heston model using numerical integration |
Agency Option-Adjusted Spreads
Option-adjusted spread (OAS) is the standard measure for valuing bonds with embedded options.