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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
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
2110.77
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
October 29th, 2012
Functions in fExoticOptions (2110.77)
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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