OUKUN0705/black76IV: Black76 model
Calculate the premium of European option on future based on black model, Black(1976). Tools for computing and plotting implied volatiltiy.
Getting started
Browse package contents
Package details |
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|---|---|
| Author | Ou Kun |
| Maintainer | Ou Kun <kou001@e.ntu.edu.sg> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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