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fExoticOptions (version 2152.78)
Exotic Option Valuation
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Link to current version
Version
Version
3042.80
2152.78
2110.77
2100.76
290.75
270.74
270.73
260.72
260.71
Install
install.packages('fExoticOptions')
Monthly Downloads
33
Version
2152.78
License
GPL (>= 2)
Maintainer
Yohan Chalabi
Last Published
November 7th, 2012
Functions in fExoticOptions (2152.78)
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BarrierOptions
Valuation of Barrier Options
LookbackOptions
Valuation of Lookback Options
BinaryOptions
Valuation of Binary Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
AsianOptions
Valuation of Asian Options
MultipleAssetsOptions
Valuation of Mutiple Assets Options