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fExoticOptions (version 2100.76)
Exotic Option Valuation
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Version
Version
3042.80
2152.78
2110.77
2100.76
290.75
270.74
270.73
260.72
260.71
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Install
install.packages('fExoticOptions')
Monthly Downloads
106
Version
2100.76
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
September 29th, 2009
Functions in fExoticOptions (2100.76)
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MultipleExercisesOptions
Valuation of Mutiple Exercises Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
MultipleAssetsOptions
Valuation of Mutiple Assets Options
LookbackOptions
Valuation of Lookback Options
AsianOptions
Valuation of Asian Options
BinaryOptions
Valuation of Binary Options
BarrierOptions
Valuation of Barrier Options