Nothing
This package provides detailed functionality for working with the Schwartz 1997 twofactor commodity model. Essentially, it contains pricing formulas for futures and European options and the standard d/p/q/r functions for the distribution of the state variables and futures prices. In addition, a parameter estimation procedure is contained together with many utilities as filtering and plotting functionality. This package is accompanied by futures data of ten commodities.
Package details 


Author  Philipp Erb, David Luethi, Juri Hinz, Simon Otziger 
Maintainer  Marc Weibel <marc.weibel@zhaw.ch> 
License  GPL (>= 2) 
Version  0.0.6 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.