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 |
| 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 |
| macOS binaries: | r-release (arm64): fOptions_3042.86.tgz, r-oldrel (arm64): fOptions_3042.86.tgz, r-release (x86_64): fOptions_3042.86.tgz, r-oldrel (x86_64): fOptions_3042.86.tgz |
| Old sources: | fOptions archive |
| Reverse depends: | fAsianOptions, fCertificates, fExoticOptions |
| Reverse imports: | CreditRisk, fExpressCertificates |
| Reverse suggests: | ecd, wwntests |
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