jasonyip184/b76: Compute and Plot Implied Volatility for Black-76

Computes and Plot Implied Volatility from Black-76 model given options data in dataframe.

Getting started

Package details

MaintainerJason Yip <[email protected]>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("jasonyip184/b76")
jasonyip184/b76 documentation built on Sept. 30, 2018, 8:24 p.m.