fExoticOptions: Rmetrics - Pricing and Evaluating Exotic Option

Provides a collection of functions to evaluate barrier options, Asian options, binary options, currency translated options, lookback options, multiple asset options and multiple exercise options.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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fExoticOptions documentation built on May 2, 2019, 7:31 a.m.