fOptions: Rmetrics - Pricing and Evaluating Basic Options

Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
MaintainerTobias Setz <tobias.setz@live.com>
LicenseGPL (>= 2)
Version3042.86
URL http://www.rmetrics.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fOptions")

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fOptions documentation built on May 2, 2019, 2:27 p.m.