fOptions (version 3042.86)

Rmetrics - Pricing and Evaluating Basic Options

Description

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

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Install

install.packages('fOptions')

Monthly Downloads

2

Version

3042.86

License

GPL (>= 2)

Maintainer

Last Published

November 16th, 2017

Functions in fOptions (3042.86)