Author: chalabi Date: 2009-11-03 Fixed wrong split of commands. M pkg/fExoticOptions/R/AsianOptions.R M pkg/fExoticOptions/R/BarrierOptions.R M pkg/fExoticOptions/R/BinaryOptions.R M pkg/fExoticOptions/R/CurrencyTranslatedOptions.R M pkg/fExoticOptions/R/LookbackOptions.R M pkg/fExoticOptions/R/MultipleAssetsOptions.R M pkg/fExoticOptions/R/MultipleExercisesOptions.R Author: chalabi Date: 2009-11-03 Removed message on startup. M pkg/fExoticOptions/R/zzz.R Author: chalabi Date: 2009-09-30 updated version number M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2009-09-29 updated DESC and ChangeLog M pkg/fExoticOptions/ChangeLog M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2009-04-02 more explicit depends and suggests field in DESC file. M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2009-04-01 updated DESC file M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-10-27 updated RUnit test files to make it run on Mac OS X M pkg/fExoticOptions/inst/unitTests/runTests.R Author: chalabi Date: 2008-10-27 updated version number M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-10-24 updated version number M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-10-22 updated DESCRIPTION files M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-09-25 checking all packages before sending to CRAN - fBasics & fPortfolio need further work M pkg/fExoticOptions/R/BinaryOptions.R Author: chalabi Date: 2008-08-16 D pkg/fExoticOptions/NAMESPACE Author: chalabi Date: 2008-08-16 M pkg/fExoticOptions/DESCRIPTION M pkg/fExoticOptions/R/zzz.R Author: chalabi Date: 2008-08-04 M pkg/fExoticOptions/NAMESPACE Author: chalabi Date: 2008-07-23 more NAMESPACE files A pkg/fExoticOptions/NAMESPACE Author: chalabi Date: 2008-07-23 some modification to work with NAMESPACE M pkg/fExoticOptions/DESCRIPTION M pkg/fExoticOptions/R/zzz.R Author: chalabi Date: 2008-07-18 use of timeSeries and timeDate M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-06-13 M pkg/fExoticOptions/R/BinaryOptions.R Author: chalabi Date: 2008-06-11 pkgs adapted to new timeSeries pkg M pkg/fExoticOptions/DESCRIPTION M pkg/fExoticOptions/inst/unitTests/Makefile Author: chalabi Date: 2008-06-10 renamed files in unitTests M pkg/fExoticOptions/inst/unitTests/runTests.R A pkg/fExoticOptions/inst/unitTests/runit.BarrierOptions.R A pkg/fExoticOptions/inst/unitTests/runit.BasicAsianOptions.R A pkg/fExoticOptions/inst/unitTests/runit.BinaryOptions.R A pkg/fExoticOptions/inst/unitTests/runit.CurrencyTranslatedOptions.R A pkg/fExoticOptions/inst/unitTests/runit.LookbackOptions.R A pkg/fExoticOptions/inst/unitTests/runit.MultipleAssetsOptions.R A pkg/fExoticOptions/inst/unitTests/runit.MultipleExercisesOptions.R D pkg/fExoticOptions/inst/unitTests/runitBarrierOptions.R D pkg/fExoticOptions/inst/unitTests/runitBasicAsianOptions.R D pkg/fExoticOptions/inst/unitTests/runitBinaryOptions.R D pkg/fExoticOptions/inst/unitTests/runitCurrencyTranslatedOptions.R D pkg/fExoticOptions/inst/unitTests/runitLookbackOptions.R D pkg/fExoticOptions/inst/unitTests/runitMultipleAssetsOptions.R D pkg/fExoticOptions/inst/unitTests/runitMultipleExercisesOptions.R Author: chalabi Date: 2008-05-27 updated DESCR file M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-04-22 changed depends section in DESCRIPTION files M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-03-11 "Joe W. Byers" writes: > Yohan, > > I have been updating the multiassetoptions for the 2nd edition of Haug. Would > you review the spreadapproximation in fExoticOptions? According to the formula > on page 59 of Haug(1997) there should be a exp(-rt) in the formula. > > SpreadApproximation = GBSOption(TypeFlag, FF, 1, Time, r, > 0, sigma)@price * (F2 + X) > > This should be > SpreadApproximation = GBSOption(TypeFlag, FF, 1, Time, r, > 0, sigma)@price * (F2 + X) * exp(-r *T) > > Thank you > Joe M pkg/fExoticOptions/R/MultipleAssetsOptions.R Author: chalabi Date: 2008-02-08 changed version number of packages M pkg/fExoticOptions/DESCRIPTION Author: chalabi Date: 2008-02-07 change License sectino in DESCRIPTION to the canonical License : GPL (>=2) M pkg/fExoticOptions/DESCRIPTION Author: wuertz Date: 2008-02-06 zzz output shortened M pkg/fExoticOptions/R/zzz.R Author: wuertz Date: 2008-01-05 zzz.R and Description files updated M pkg/fExoticOptions/DESCRIPTION M pkg/fExoticOptions/R/zzz.R Author: wuertz Date: 2007-10-03 Version numbers DESCRIPTION file updateDescription.sh M pkg/fExoticOptions/DESCRIPTION Author: wuertz Date: 2007-10-01 Version Numbers updated M pkg/fExoticOptions/DESCRIPTION Author: wuertz Date: 2007-09-10 some unit test updates M pkg/fExoticOptions/inst/unitTests/runitBarrierOptions.R M pkg/fExoticOptions/inst/unitTests/runitBasicAsianOptions.R M pkg/fExoticOptions/inst/unitTests/runitBinaryOptions.R M pkg/fExoticOptions/inst/unitTests/runitCurrencyTranslatedOptions.R M pkg/fExoticOptions/inst/unitTests/runitLookbackOptions.R M pkg/fExoticOptions/inst/unitTests/runitMultipleAssetsOptions.R M pkg/fExoticOptions/inst/unitTests/runitMultipleExercisesOptions.R Author: wuertz Date: 2007-09-07 minor changes in the DESCRIPTION files M pkg/fExoticOptions/DESCRIPTION Author: wuertz Date: 2007-09-06 fExoticOptions unitTests renamed D pkg/fExoticOptions/inst/unitTests/runit2A.R D pkg/fExoticOptions/inst/unitTests/runit2B.R D pkg/fExoticOptions/inst/unitTests/runit2C.R D pkg/fExoticOptions/inst/unitTests/runit2D.R D pkg/fExoticOptions/inst/unitTests/runit2E.R D pkg/fExoticOptions/inst/unitTests/runit2F.R D pkg/fExoticOptions/inst/unitTests/runit2G.R A pkg/fExoticOptions/inst/unitTests/runitBarrierOptions.R A pkg/fExoticOptions/inst/unitTests/runitBasicAsianOptions.R A pkg/fExoticOptions/inst/unitTests/runitBinaryOptions.R A pkg/fExoticOptions/inst/unitTests/runitCurrencyTranslatedOptions.R A pkg/fExoticOptions/inst/unitTests/runitLookbackOptions.R A pkg/fExoticOptions/inst/unitTests/runitMultipleAssetsOptions.R A pkg/fExoticOptions/inst/unitTests/runitMultipleExercisesOptions.R Author: wuertz Date: 2007-09-05 .R and .Rd scripts renamed D pkg/fExoticOptions/R/2A-MultipleExercisesOptions.R D pkg/fExoticOptions/R/2B-MultipleAssetsOptions.R D pkg/fExoticOptions/R/2C-LookbackOptions.R D pkg/fExoticOptions/R/2D-BarrierOptions.R D pkg/fExoticOptions/R/2E-BinaryOptions.R D pkg/fExoticOptions/R/2F-AsianOptions.R D pkg/fExoticOptions/R/2G-CurrencyTranslatedOptions.R A pkg/fExoticOptions/R/AsianOptions.R A pkg/fExoticOptions/R/BarrierOptions.R A pkg/fExoticOptions/R/BinaryOptions.R A pkg/fExoticOptions/R/CurrencyTranslatedOptions.R A pkg/fExoticOptions/R/LookbackOptions.R A pkg/fExoticOptions/R/MultipleAssetsOptions.R A pkg/fExoticOptions/R/MultipleExercisesOptions.R D pkg/fExoticOptions/man/2A-MultipleExercisesOptions.Rd D pkg/fExoticOptions/man/2B-MultipleAssetsOptions.Rd D pkg/fExoticOptions/man/2C-LookbackOptions.Rd D pkg/fExoticOptions/man/2D-BarrierOptions.Rd D pkg/fExoticOptions/man/2E-BinaryOptions.Rd D pkg/fExoticOptions/man/2F-AsianOptions.Rd D pkg/fExoticOptions/man/2G-CurrencyTranslatedOptions.Rd A pkg/fExoticOptions/man/AsianOptions.Rd A pkg/fExoticOptions/man/BarrierOptions.Rd A pkg/fExoticOptions/man/BinaryOptions.Rd A pkg/fExoticOptions/man/CurrencyTranslatedOptions.Rd A pkg/fExoticOptions/man/LookbackOptions.Rd A pkg/fExoticOptions/man/MultipleAssetsOptions.Rd A pkg/fExoticOptions/man/MultipleExercisesOptions.Rd Author: wuertz Date: 2007-09-05 zzz.R's modified M pkg/fExoticOptions/R/zzz.R Author: wuertz Date: 2007-09-05 email changed in all DESCRIPTIONs M pkg/fExoticOptions/DESCRIPTION Author: wuertz Date: 2007-09-04 M pkg/fExoticOptions/DESCRIPTION Author: wuertz Date: 2007-09-03 M pkg/fExoticOptions/R/2A-MultipleExercisesOptions.R M pkg/fExoticOptions/R/2D-BarrierOptions.R M pkg/fExoticOptions/R/zzz.R Author: wuertz Date: 2007-09-03 M pkg/fExoticOptions/inst/unitTests/Makefile M pkg/fExoticOptions/tests/doRUnit.R Author: wuertz Date: 2007-09-03 A pkg/fExoticOptions/DESCRIPTION A pkg/fExoticOptions/R/2A-MultipleExercisesOptions.R A pkg/fExoticOptions/R/2B-MultipleAssetsOptions.R A pkg/fExoticOptions/R/2C-LookbackOptions.R A pkg/fExoticOptions/R/2D-BarrierOptions.R A pkg/fExoticOptions/R/2E-BinaryOptions.R A pkg/fExoticOptions/R/2F-AsianOptions.R A pkg/fExoticOptions/R/2G-CurrencyTranslatedOptions.R A pkg/fExoticOptions/R/zzz.R A pkg/fExoticOptions/inst/COPYRIGHT.html A pkg/fExoticOptions/inst/DocCopying.pdf A pkg/fExoticOptions/inst/unitTests/Makefile A pkg/fExoticOptions/inst/unitTests/runTests.R A pkg/fExoticOptions/inst/unitTests/runit2A.R A pkg/fExoticOptions/inst/unitTests/runit2B.R A pkg/fExoticOptions/inst/unitTests/runit2C.R A pkg/fExoticOptions/inst/unitTests/runit2D.R A pkg/fExoticOptions/inst/unitTests/runit2E.R A pkg/fExoticOptions/inst/unitTests/runit2F.R A pkg/fExoticOptions/inst/unitTests/runit2G.R A pkg/fExoticOptions/man/2A-MultipleExercisesOptions.Rd A pkg/fExoticOptions/man/2B-MultipleAssetsOptions.Rd A pkg/fExoticOptions/man/2C-LookbackOptions.Rd A pkg/fExoticOptions/man/2D-BarrierOptions.Rd A pkg/fExoticOptions/man/2E-BinaryOptions.Rd A pkg/fExoticOptions/man/2F-AsianOptions.Rd A pkg/fExoticOptions/man/2G-CurrencyTranslatedOptions.Rd A pkg/fExoticOptions/tests/doRUnit.R