Learn R Programming

GUIDE (version 1.2.7)

GUI for DErivatives in R

Description

A nice GUI for financial DErivatives in R.

Copy Link

Version

Install

install.packages('GUIDE')

Monthly Downloads

77

Version

1.2.7

License

GPL-2

Maintainer

S Subramanian

Last Published

October 6th, 2018

Functions in GUIDE (1.2.7)

The main menu for the GUIDE package.

Calculate the price of a bond.

Calculate the duration of a bond.

bondforwardtreegui

Plot a Bond Forward Tree

Plot a Floor Tree

Calculate the value of a forward rate agreement.

Calculate the value of a eurodollar futures contract price from the CME IMM Quote.

Calculate the cumulative probability corresponding to a given a z value from a normal distribution.

futurescommodity

Calculate the value of a commodity futures.

bullspreadcalls

Profit & Loss plot of bull spread with calls.

Plot a Bond Tree

Plot the relationship between duration and maturity of a bond.

bondfuturestreegui

Plot a Bond Futures Tree

Plot the relationship between price and maturity of a bond.

Plot the relationship between duration and yield of a bond.

Profit & Loss plot of strangle.

Calculate the value of an interest rate swap.

Profit & Loss plot of strap.

Calculate the Present value of an annuity.

reversebutterfly

Profit & Loss plot of reverse butterfly.

Profit & Loss plot of butterfly.

reversestraddle

Profit & Loss plot of reverse straddle.

Calculate the greeks for a European Call/Put.

Calculate the value of a fixed-fixed currency swap.

Plot the relationship between duration and coupon rate of a bond.

bondoptiontreegui

Plot a Bond Option Tree

Calculate the change in the price of a bond for change in yield based on the duration or duration and convexity approximtion.

Calculate the convexity of a bond.

forwardcommodity

Calculate the forward value of a commodity.

Calculate the Cash price of a T Bond Futures

Calculate the spread in a credit default swap.

futurescurrency

Calculate the value of a currency futures.

Plot a Cap Tree

Calculate the forward value of a stock.

forwardcurrency

Calculate the forward value of a currency.

Calculate the value of a stock futures.

Plot the relationship between price and yield of a bond.

Calculate the Present value of an amount.

Calculate rate in the desired frequency.

Calculate the forward rate.

Calculate the future value of an amount.

Calculate the future value of an annuity.

stockoptiontreegui

Plot a stock option Tree

Profit & Loss plot of straddle.

Calculate the Black scholes implied volatility of a European Call/Put.

reversestrangle

Profit & Loss plot of reverse strangle.

greekneutrality

Calculate the hedge positions for achieving greek(s) neutrality for European Call/Put.

stockTimeGreeks

Plot of option greeks for a European Call/Put as a function of stock price and time.

Profit & Loss plot of strip.

Plot the behavior of value at risk as a function of its determinants.

Calculate the cumulative probability corresponding to a given a z value from a normal distribution.

swaptiontreegui

Plot a Swaption Tree

Calculate the value at risk of a single stock.

Plot a interest rate tree

Plot a swap Tree

A menu for Option trading strategies.

Calculate the value at risk of two stocks.

Option premium as a function of stock price/strike and time.

Simulate and plot Arithmetic Brownian Motion path(s)

The main menu for the GUIDE package.

Simulate and plot Jump Diffusion path(s)

Simulate and plot Brownian Motion path(s)

Profit & Loss plot of bear spread with puts.

Plot payoffs / profit and loss of European Call/Put.

Simulate and plot Geometric Brownian Motion path(s)

Calculate the Black scholes formula value of a European Call/Put.