fExoticOptions: Exotic Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

Author
Diethelm Wuertz and many others, see the SOURCE file
Date of publication
2012-11-07 12:32:22
Maintainer
Yohan Chalabi <yohan.chalabi@rmetrics.org>
License
GPL (>= 2)
Version
2152.78
URLs

View on CRAN

Man pages

AsianOptions
Valuation of Asian Options
BarrierOptions
Valuation of Barrier Options
BinaryOptions
Valuation of Binary Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
LookbackOptions
Valuation of Lookback Options
MultipleAssetsOptions
Valuation of Mutiple Assets Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options

Files in this package

fExoticOptions
fExoticOptions/MD5
fExoticOptions/tests
fExoticOptions/tests/doRUnit.R
fExoticOptions/R
fExoticOptions/R/zzz.R
fExoticOptions/R/MultipleExercisesOptions.R
fExoticOptions/R/MultipleAssetsOptions.R
fExoticOptions/R/LookbackOptions.R
fExoticOptions/R/CurrencyTranslatedOptions.R
fExoticOptions/R/BinaryOptions.R
fExoticOptions/R/BarrierOptions.R
fExoticOptions/R/AsianOptions.R
fExoticOptions/NAMESPACE
fExoticOptions/man
fExoticOptions/man/MultipleExercisesOptions.Rd
fExoticOptions/man/MultipleAssetsOptions.Rd
fExoticOptions/man/LookbackOptions.Rd
fExoticOptions/man/CurrencyTranslatedOptions.Rd
fExoticOptions/man/BinaryOptions.Rd
fExoticOptions/man/BarrierOptions.Rd
fExoticOptions/man/AsianOptions.Rd
fExoticOptions/inst
fExoticOptions/inst/unitTests
fExoticOptions/inst/unitTests/runTests.R
fExoticOptions/inst/unitTests/runit.MultipleExercisesOptions.R
fExoticOptions/inst/unitTests/runit.MultipleAssetsOptions.R
fExoticOptions/inst/unitTests/runit.LookbackOptions.R
fExoticOptions/inst/unitTests/runit.CurrencyTranslatedOptions.R
fExoticOptions/inst/unitTests/runit.BinaryOptions.R
fExoticOptions/inst/unitTests/runit.BasicAsianOptions.R
fExoticOptions/inst/unitTests/runit.BarrierOptions.R
fExoticOptions/inst/unitTests/Makefile
fExoticOptions/inst/COPYRIGHT.html
fExoticOptions/DESCRIPTION
fExoticOptions/ChangeLog