| schwartz97-package | Two-factor Commodity Model |
| coef-method | Extract parameters of schwartz2f objects |
| coef.schwartz2f | Extract parameters of schwartz2f objects |
| coef.schwartz2f.fit | Extract parameters of schwartz2f objects |
| coefficients-method | Extract parameters of schwartz2f objects |
| dfutures | Schwartz two-factor Model: Distribution of Futures Prices |
| dfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
| dstate | Schwartz two-factor Model: Distribution of the State Variables |
| dstate-method | Schwartz two-factor Model: Distribution of the State Variables |
| filter.schwartz2f | Schwartz two-factor Model: Filter futures data |
| filter.schwartz2f-method | Schwartz two-factor Model: Filter futures data |
| fit.schwartz2f | Schwartz 1997 two factor parameter estimation |
| fitted-method | Extract Model Fitted Values |
| fitted.schwartz2f.fit | Extract Model Fitted Values |
| futures | Daily futures prices |
| futures-data | Daily futures prices |
| futuresplot | Visualization of Futures Data |
| mean-method | Expected value and variance-covariance |
| mean-methods | Expected value and variance-covariance |
| mean.schwartz2f | Expected value and variance-covariance |
| pfutures | Schwartz two-factor Model: Distribution of Futures Prices |
| pfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
| plot-fit-methods | Plot Schwartz two-factor fit-objects |
| plot-method | Plot Schwartz two-factor fit-objects |
| plot-method | Plot Schwartz two-factor trajectories |
| plot-state-methods | Plot Schwartz two-factor trajectories |
| plot.schwartz2f | Plot Schwartz two-factor trajectories |
| plot.schwartz2f.fit | Plot Schwartz two-factor fit-objects |
| pricefutures | Schwartz two-factor Model: Futures Prices |
| pricefutures-method | Schwartz two-factor Model: Futures Prices |
| priceoption | Schwartz two-factor Model: European Option Prices |
| priceoption-method | Schwartz two-factor Model: European Option Prices |
| pstate | Schwartz two-factor Model: Distribution of the State Variables |
| pstate-method | Schwartz two-factor Model: Distribution of the State Variables |
| qfutures | Schwartz two-factor Model: Distribution of Futures Prices |
| qfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
| qstate | Schwartz two-factor Model: Distribution of the State Variables |
| qstate-method | Schwartz two-factor Model: Distribution of the State Variables |
| resid-method | Extract Model Residuals |
| resid.schwartz2f.fit | Extract Model Residuals |
| rfutures | Schwartz two-factor Model: Distribution of Futures Prices |
| rfutures-method | Schwartz two-factor Model: Distribution of Futures Prices |
| rstate | Schwartz two-factor Model: Sampling from the State Variables |
| rstate-method | Schwartz two-factor Model: Sampling from the State Variables |
| schwartz2f | Create schwartz2f objects |
| schwartz2f-class | Classes schwartz2f and schwartz2f.fit |
| schwartz2f.fit | Classes schwartz2f and schwartz2f.fit |
| schwartz2f.fit-class | Classes schwartz2f and schwartz2f.fit |
| schwartz97 | Two-factor Commodity Model |
| show-method | Classes schwartz2f and schwartz2f.fit |
| show.schwartz2f | Classes schwartz2f and schwartz2f.fit |
| show.schwartz2f.fit | Classes schwartz2f and schwartz2f.fit |
| simstate | Schwartz two-factor Model: Sampling from the State Variables |
| simstate-method | Schwartz two-factor Model: Sampling from the State Variables |
| vcov-method | Expected value and variance-covariance |
| vcov-methods | Expected value and variance-covariance |
| vcov.schwartz2f | Expected value and variance-covariance |