GUI for DErivatives in R

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... |

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