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fExoticOptions (version 2110.77)

Exotic Option Valuation

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('fExoticOptions')

Monthly Downloads

33

Version

2110.77

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

October 29th, 2012

Functions in fExoticOptions (2110.77)

AsianOptions

Valuation of Asian Options
MultipleAssetsOptions

Valuation of Mutiple Assets Options
BinaryOptions

Valuation of Binary Options
BarrierOptions

Valuation of Barrier Options
LookbackOptions

Valuation of Lookback Options
CurrencyTranslatedOptions

Valuation of Currency Translated Options
MultipleExercisesOptions

Valuation of Mutiple Exercises Options