fExoticOptions (3042.80)

0 users

Rmetrics - Pricing and Evaluating Exotic Option.

http://www.rmetrics.org
http://cran.r-project.org/web/packages/fExoticOptions

Provides a collection of functions to evaluate barrier options, Asian options, binary options, currency translated options, lookback options, multiple asset options and multiple exercise options.

Maintainer: Tobias Setz
Author(s): Diethelm Wuertz [aut], Tobias Setz [cre]

License: GPL (>= 2)

Uses: fBasics, fOptions, timeDate, timeSeries, RUnit
Reverse depends: fCertificates, Rmetrics

Released over 1 year ago.


5 previous versions

Ratings

Overall:

  (0 votes)

Documentation:

  (0 votes)

Log in to vote.

Reviews

No one has written a review of fExoticOptions yet. Want to be the first? Write one now.


Related packages: ChainLadder, CreditMetrics, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, fAssets, fBasics, fBonds, fCopulae, fExtremes, fGarch(20 best matches, based on common tags.)


Search for fExoticOptions on google, google scholar, r-help, r-devel.

Visit fExoticOptions on R Graphical Manual.