fExoticOptions (3042.80)

Rmetrics - Pricing and Evaluating Exotic Option.


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 about 2 years ago.