fOptions: Rmetrics - Pricing and Evaluating Basic Options

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

Version: 3042.86
Depends: timeDate, timeSeries, fBasics
Imports: graphics, methods, stats
Suggests: RUnit, tcltk
Published: 2017-11-16
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: yes
Materials: ChangeLog
In views: Finance
CRAN checks: fOptions results

Downloads:

Reference manual: fOptions.pdf
Package source: fOptions_3042.86.tar.gz
Windows binaries: r-devel: fOptions_3042.86.zip, r-release: fOptions_3042.86.zip, r-oldrel: fOptions_3042.86.zip
OS X binaries: r-release: fOptions_3042.86.tgz, r-oldrel: fOptions_3042.86.tgz
Old sources: fOptions archive

Reverse dependencies:

Reverse depends: fAsianOptions, fCertificates, fExoticOptions
Reverse imports: CreditRisk
Reverse suggests: ecd, ESGtoolkit

Linking:

Please use the canonical form https://CRAN.R-project.org/package=fOptions to link to this page.