GUIDE: GUI for DErivatives in R

A nice GUI for financial DErivatives in R.

Author
S Subramanian <ssubramanian@sssihl.edu.in>
Date of publication
2016-09-13 11:45:05
Maintainer
S Subramanian <ssubramanian@sssihl.edu.in>
License
GPL-2
Version
1.2.3.1

View on CRAN

Man pages

ABMPaths
Simulate and plot Arithmetic Brownian Motion path(s)
basicpayoffs
Plot payoffs / profit and loss of European Call/Put.
bearspreadputs
Profit & Loss plot of bear spread with puts.
blackscholes
Calculate the Black scholes formula value of a European...
bondchange
Calculate the change in the price of a bond for change in...
bondconv
Calculate the convexity of a bond.
bonddur
Calculate the duration of a bond.
bondforwardtreegui
Plot a Bond Forward Tree
bondfuturestreegui
Plot a Bond Futures Tree
bondoptiontreegui
Plot a Bond Option Tree
bondprice
Calculate the price of a bond.
bondtreegui
Plot a Bond Tree
BrownianPaths
Simulate and plot Brownian Motion path(s)
bullspreadcalls
Profit & Loss plot of bull spread with calls.
butterfly
Profit & Loss plot of butterfly.
calcgreeks
Calculate the greeks for a European Call/Put.
captreegui
Plot a Cap Tree
cashprice
Calculate the Cash price of a T Bond Futures
cdswap
Calculate the spread in a credit default swap.
curswapvalue
Calculate the value of a fixed-fixed currency swap.
durcoupon
Plot the relationship between duration and coupon rate of a...
durmaturity
Plot the relationship between duration and maturity of a...
duryield
Plot the relationship between duration and yield of a bond.
eurodollar
Calculate the value of a eurodollar futures contract price...
floortreegui
Plot a Floor Tree
forwardcommodity
Calculate the forward value of a commodity.
forwardcurrency
Calculate the forward value of a currency.
forwardstock
Calculate the forward value of a stock.
fra
Calculate the forward rate.
fravalue
Calculate the value of a forward rate agreement.
futurescommodity
Calculate the value of a commodity futures.
futurescurrency
Calculate the value of a currency futures.
futuresstock
Calculate the value of a stock futures.
fv
Calculate the future value of an amount.
fvann
Calculate the future value of an annuity.
GBMPaths
Simulate and plot Geometric Brownian Motion path(s)
greekneutrality
Calculate the hedge positions for achieving greek(s)...
GUIDE
The main menu for the GUIDE package.
GUIDE-package
The main menu for the GUIDE package.
impvol
Calculate the Black scholes implied volatility of a European...
irswapvalue
Calculate the value of an interest rate swap.
JDPaths
Simulate and plot Jump Diffusion path(s)
Premium3D
Option premium as a function of stock price/strike and time.
pricematurity
Plot the relationship between price and maturity of a bond.
priceyield
Plot the relationship between price and yield of a bond.
pv
Calculate the Present value of an amount.
pval
Calculate the cumulative probability corresponding to a given...
pvann
Calculate the Present value of an annuity.
rate
Calculate rate in the desired frequency.
ratetreegui
Plot a interest rate tree
reversebutterfly
Profit & Loss plot of reverse butterfly.
reversestraddle
Profit & Loss plot of reverse straddle.
reversestrangle
Profit & Loss plot of reverse strangle.
stockoptiontreegui
Plot a stock option Tree
stockTimeGreeks
Plot of option greeks for a European Call/Put as a function...
straddle
Profit & Loss plot of straddle.
strangle
Profit & Loss plot of strangle.
strap
Profit & Loss plot of strap.
strip
Profit & Loss plot of strip.
swaptiontreegui
Plot a Swaption Tree
swaptreegui
Plot a swap Tree
trading.menu
A menu for Option trading strategies.
var1stock
Calculate the value at risk of a single stock.
var2stocks
Calculate the value at risk of two stocks.
varbehavior
Plot the behavior of value at risk as a function of its...
zval
Calculate the cumulative probability corresponding to a given...

Files in this package

GUIDE
GUIDE/inst
GUIDE/inst/extdata
GUIDE/inst/extdata/Thumbs.db
GUIDE/inst/extdata/guide_img1.gif
GUIDE/inst/doc
GUIDE/inst/doc/A_guide_to_GUIDE.pdf
GUIDE/inst/doc/A_guide_to_GUIDE.R
GUIDE/inst/doc/A_guide_to_GUIDE.Rnw
GUIDE/NAMESPACE
GUIDE/R
GUIDE/R/cdswap.R
GUIDE/R/duryield.R
GUIDE/R/greekneutrality.R
GUIDE/R/pv.R
GUIDE/R/bondconv.R
GUIDE/R/futurescurrency.R
GUIDE/R/zval.R
GUIDE/R/swaptreegui.R
GUIDE/R/strap.R
GUIDE/R/durmaturity.R
GUIDE/R/reversestraddle.R
GUIDE/R/bondprice.R
GUIDE/R/varbehavior.R
GUIDE/R/rate.R
GUIDE/R/priceyield.R
GUIDE/R/trading.menu.R
GUIDE/R/strangle.R
GUIDE/R/ratetreegui.R
GUIDE/R/straddle.R
GUIDE/R/strip.R
GUIDE/R/stockTimeGreeks.R
GUIDE/R/ABMPaths.R
GUIDE/R/fravalue.R
GUIDE/R/curswapvalue.R
GUIDE/R/futuresstock.R
GUIDE/R/impvol.R
GUIDE/R/floortreegui.R
GUIDE/R/captreegui.R
GUIDE/R/fvann.R
GUIDE/R/var2stocks.R
GUIDE/R/futurescommodity.R
GUIDE/R/bullspreadcalls.R
GUIDE/R/pval.R
GUIDE/R/reversebutterfly.R
GUIDE/R/eurodollar.R
GUIDE/R/fra.R
GUIDE/R/GUIDE-internal.R
GUIDE/R/pvann.R
GUIDE/R/irswapvalue.R
GUIDE/R/stockoptiontreegui.R
GUIDE/R/basicpayoffs.R
GUIDE/R/bondoptiontreegui.R
GUIDE/R/bondfuturestreegui.R
GUIDE/R/JDPaths.R
GUIDE/R/GUIDE.R
GUIDE/R/reversestrangle.R
GUIDE/R/var1stock.R
GUIDE/R/fv.R
GUIDE/R/bonddur.R
GUIDE/R/durcoupon.R
GUIDE/R/pricematurity.R
GUIDE/R/bondtreegui.R
GUIDE/R/bondchange.R
GUIDE/R/BrownianPaths.R
GUIDE/R/cashprice.R
GUIDE/R/forwardcommodity.R
GUIDE/R/bondforwardtreegui.R
GUIDE/R/forwardcurrency.R
GUIDE/R/blackscholes.R
GUIDE/R/forwardstock.R
GUIDE/R/GBMPaths.R
GUIDE/R/butterfly.R
GUIDE/R/calcgreeks.R
GUIDE/R/Premium3D.R
GUIDE/R/swaptiontreegui.R
GUIDE/R/bearspreadputs.R
GUIDE/vignettes
GUIDE/vignettes/delta2.jpg
GUIDE/vignettes/bondprice.jpg
GUIDE/vignettes/priceyield2.jpg
GUIDE/vignettes/A_guide_to_GUIDE.Rnw
GUIDE/vignettes/A_guide_to_GUIDE-concordance.tex
GUIDE/vignettes/Thumbs.db
GUIDE/vignettes/A_guide_to_GUIDE.tex
GUIDE/vignettes/bs2.jpg
GUIDE/vignettes/guidemain.jpg
GUIDE/vignettes/op-menu.jpg
GUIDE/vignettes/delta.jpg
GUIDE/MD5
GUIDE/build
GUIDE/build/vignette.rds
GUIDE/DESCRIPTION
GUIDE/man
GUIDE/man/pricematurity.Rd
GUIDE/man/swaptreegui.Rd
GUIDE/man/blackscholes.Rd
GUIDE/man/ratetreegui.Rd
GUIDE/man/duryield.Rd
GUIDE/man/floortreegui.Rd
GUIDE/man/captreegui.Rd
GUIDE/man/bearspreadputs.Rd
GUIDE/man/bondconv.Rd
GUIDE/man/durmaturity.Rd
GUIDE/man/reversebutterfly.Rd
GUIDE/man/curswapvalue.Rd
GUIDE/man/futurescommodity.Rd
GUIDE/man/strap.Rd
GUIDE/man/stockoptiontreegui.Rd
GUIDE/man/reversestrangle.Rd
GUIDE/man/strip.Rd
GUIDE/man/rate.Rd
GUIDE/man/futurescurrency.Rd
GUIDE/man/ABMPaths.Rd
GUIDE/man/pval.Rd
GUIDE/man/fvann.Rd
GUIDE/man/GUIDE.Rd
GUIDE/man/eurodollar.Rd
GUIDE/man/bondforwardtreegui.Rd
GUIDE/man/zval.Rd
GUIDE/man/greekneutrality.Rd
GUIDE/man/var2stocks.Rd
GUIDE/man/var1stock.Rd
GUIDE/man/pv.Rd
GUIDE/man/GUIDE-package.Rd
GUIDE/man/cdswap.Rd
GUIDE/man/varbehavior.Rd
GUIDE/man/BrownianPaths.Rd
GUIDE/man/reversestraddle.Rd
GUIDE/man/bullspreadcalls.Rd
GUIDE/man/impvol.Rd
GUIDE/man/durcoupon.Rd
GUIDE/man/bondfuturestreegui.Rd
GUIDE/man/bondoptiontreegui.Rd
GUIDE/man/cashprice.Rd
GUIDE/man/forwardstock.Rd
GUIDE/man/fv.Rd
GUIDE/man/calcgreeks.Rd
GUIDE/man/irswapvalue.Rd
GUIDE/man/fravalue.Rd
GUIDE/man/GBMPaths.Rd
GUIDE/man/butterfly.Rd
GUIDE/man/bondchange.Rd
GUIDE/man/pvann.Rd
GUIDE/man/fra.Rd
GUIDE/man/swaptiontreegui.Rd
GUIDE/man/stockTimeGreeks.Rd
GUIDE/man/basicpayoffs.Rd
GUIDE/man/strangle.Rd
GUIDE/man/forwardcurrency.Rd
GUIDE/man/forwardcommodity.Rd
GUIDE/man/JDPaths.Rd
GUIDE/man/bonddur.Rd
GUIDE/man/trading.menu.Rd
GUIDE/man/bondtreegui.Rd
GUIDE/man/futuresstock.Rd
GUIDE/man/straddle.Rd
GUIDE/man/priceyield.Rd
GUIDE/man/bondprice.Rd
GUIDE/man/Premium3D.Rd