R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.
|Author||Jaehyuk Choi [aut, cre]|
|Maintainer||Jaehyuk Choi <firstname.lastname@example.org>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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