fExoticOptions: Exotic Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

AuthorDiethelm Wuertz and many others, see the SOURCE file
Date of publication2012-11-07 12:32:22
MaintainerYohan Chalabi <yohan.chalabi@rmetrics.org>
LicenseGPL (>= 2)
Version2152.78
http://www.rmetrics.org

View on CRAN

Functions

AmericanExchangeOption Man page
AsianOptions Man page
AssetOrNothingOption Man page
BarrierOptions Man page
BinaryBarrierOption Man page
BinaryOptions Man page
CashOrNothingOption Man page
ComplexChooserOption Man page
CurrencyTranslatedOptions Man page
DiscreteBarrierOption Man page
DoubleBarrierOption Man page
EquityLinkedFXOption Man page
EuropeanExchangeOption Man page
ExchangeOnExchangeOption Man page
ExecutiveStockOption Man page
ExtremeSpreadOption Man page
FEInDomesticFXOption Man page
FixedStrikeLookbackOption Man page
FloatingStrikeLookbackOption Man page
ForwardStartOption Man page
GapOption Man page
GeometricAverageRateOption Man page
HolderExtendibleOption Man page
LevyAsianApproxOption Man page
LookbackOptions Man page
LookBarrierOption Man page
MultipleAssetsOptions Man page
MultipleExercisesOptions Man page
OptionOnOption Man page
PTFixedStrikeLookbackOption Man page
PTFloatingStrikeLookbackOption Man page
PTSingleAssetBarrierOption Man page
PTTwoAssetBarrierOption Man page
QuantoOption Man page
RatchetOption Man page
SimpleChooserOption Man page
SoftBarrierOption Man page
SpreadApproxOption Man page
StandardBarrierOption Man page
SuperShareOption Man page
TakeoverFXOption Man page
TimeSwitchOption Man page
TurnbullWakemanAsianApproxOption Man page
TwoAssetBarrierOption Man page
TwoAssetCashOrNothingOption Man page
TwoAssetCorrelationOption Man page
TwoRiskyAssetsOption Man page
WriterExtendibleOption Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.