GUIDE: GUI for DErivatives in R

A nice GUI for financial DErivatives in R.

AuthorS Subramanian <ssubramanian@sssihl.edu.in>
Date of publication2016-09-13 11:45:05
MaintainerS Subramanian <ssubramanian@sssihl.edu.in>
LicenseGPL-2
Version1.2.3.1

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

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