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fExoticOptions (version 3042.80)

Rmetrics - Pricing and Evaluating Exotic Option

Description

Provides a collection of functions to evaluate barrier options, Asian options, binary options, currency translated options, lookback options, multiple asset options and multiple exercise options.

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Version

Install

install.packages('fExoticOptions')

Monthly Downloads

92

Version

3042.80

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

November 17th, 2017

Functions in fExoticOptions (3042.80)

AsianOptions

Valuation of Asian Options
BarrierOptions

Valuation of Barrier Options
CurrencyTranslatedOptions

Valuation of Currency Translated Options
LookbackOptions

Valuation of Lookback Options
BinaryOptions

Valuation of Binary Options
MultipleAssetsOptions

Valuation of Mutiple Assets Options
MultipleExercisesOptions

Valuation of Mutiple Exercises Options