GUIDE: GUI for DErivatives in R

A nice GUI for financial DErivatives in R.

Install the latest version of this package by entering the following in R:
AuthorS Subramanian <>
Date of publication2016-09-13 11:45:05
MaintainerS Subramanian <>

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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 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...


ABMPaths Man page
basicpayoffs Man page
bearspreadputs Man page
blackscholes Man page
bondchange Man page
bondconv Man page
bonddur Man page
bondforwardtreegui Man page
bondfuturestreegui Man page
bondoptiontreegui Man page
bondprice Man page
bondtreegui Man page
BrownianPaths Man page
bullspreadcalls Man page
butterfly Man page
calcgreeks Man page
captreegui Man page
cashprice Man page
cdswap Man page
curswapvalue Man page
durcoupon Man page
durmaturity Man page
duryield Man page
eurodollar Man page
floortreegui Man page
forwardcommodity Man page
forwardcurrency Man page
forwardstock Man page
fra Man page
fravalue Man page
futurescommodity Man page
futurescurrency Man page
futuresstock Man page
fv Man page
fvann Man page
GBMPaths Man page
greekneutrality Man page
GUIDE Man page
GUIDE-package Man page
impvol Man page
irswapvalue Man page
JDPaths Man page
Premium3D Man page
pricematurity Man page
priceyield Man page
pv Man page
pval Man page
pvann Man page
rate Man page
ratetreegui Man page
reversebutterfly Man page
reversestraddle Man page
reversestrangle Man page
stockoptiontreegui Man page
stockTimeGreeks Man page
straddle Man page
strangle Man page
strap Man page
strip Man page
swaptiontreegui Man page
swaptreegui Man page Man page
var1stock Man page
var2stocks Man page
varbehavior Man page
zval Man page


R/cdswap.R R/duryield.R R/greekneutrality.R R/pv.R R/bondconv.R R/futurescurrency.R R/zval.R R/swaptreegui.R R/strap.R R/durmaturity.R R/reversestraddle.R R/bondprice.R R/varbehavior.R R/rate.R R/priceyield.R R/ R/strangle.R R/ratetreegui.R R/straddle.R R/strip.R R/stockTimeGreeks.R R/ABMPaths.R R/fravalue.R R/curswapvalue.R R/futuresstock.R R/impvol.R R/floortreegui.R R/captreegui.R R/fvann.R R/var2stocks.R R/futurescommodity.R R/bullspreadcalls.R R/pval.R R/reversebutterfly.R R/eurodollar.R R/fra.R R/GUIDE-internal.R R/pvann.R R/irswapvalue.R R/stockoptiontreegui.R R/basicpayoffs.R R/bondoptiontreegui.R R/bondfuturestreegui.R R/JDPaths.R R/GUIDE.R R/reversestrangle.R R/var1stock.R R/fv.R R/bonddur.R R/durcoupon.R R/pricematurity.R R/bondtreegui.R R/bondchange.R R/BrownianPaths.R R/cashprice.R R/forwardcommodity.R R/bondforwardtreegui.R R/forwardcurrency.R R/blackscholes.R R/forwardstock.R R/GBMPaths.R R/butterfly.R R/calcgreeks.R R/Premium3D.R R/swaptiontreegui.R R/bearspreadputs.R
man/pricematurity.Rd man/swaptreegui.Rd man/blackscholes.Rd man/ratetreegui.Rd man/duryield.Rd man/floortreegui.Rd man/captreegui.Rd man/bearspreadputs.Rd man/bondconv.Rd man/durmaturity.Rd man/reversebutterfly.Rd man/curswapvalue.Rd man/futurescommodity.Rd man/strap.Rd man/stockoptiontreegui.Rd man/reversestrangle.Rd man/strip.Rd man/rate.Rd man/futurescurrency.Rd man/ABMPaths.Rd man/pval.Rd man/fvann.Rd man/GUIDE.Rd man/eurodollar.Rd man/bondforwardtreegui.Rd man/zval.Rd man/greekneutrality.Rd man/var2stocks.Rd man/var1stock.Rd man/pv.Rd man/GUIDE-package.Rd man/cdswap.Rd man/varbehavior.Rd man/BrownianPaths.Rd man/reversestraddle.Rd man/bullspreadcalls.Rd man/impvol.Rd man/durcoupon.Rd man/bondfuturestreegui.Rd man/bondoptiontreegui.Rd man/cashprice.Rd man/forwardstock.Rd man/fv.Rd man/calcgreeks.Rd man/irswapvalue.Rd man/fravalue.Rd man/GBMPaths.Rd man/butterfly.Rd man/bondchange.Rd man/pvann.Rd man/fra.Rd man/swaptiontreegui.Rd man/stockTimeGreeks.Rd man/basicpayoffs.Rd man/strangle.Rd man/forwardcurrency.Rd man/forwardcommodity.Rd man/JDPaths.Rd man/bonddur.Rd man/ man/bondtreegui.Rd man/futuresstock.Rd man/straddle.Rd man/priceyield.Rd man/bondprice.Rd man/Premium3D.Rd

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