fOptions (3042.86)

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Rmetrics - Pricing and Evaluating Basic Options.

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

Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.

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

License: GPL (>= 2)

Uses: fBasics, timeDate, timeSeries, RUnit
Reverse depends: DPw, fAsianOptions, fCertificates, fExoticOptions, Rmetrics
Reverse suggests: ecd, wwntests

Released about 2 years ago.


11 previous versions

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