greeks-package: Financial Options Tools

Description Details Author(s) References

Description

Collection of functions for dealing with option contracts.

Details

Package: greeks
Type: Package
Version: 1.0
Date: 2009-05-29
License: GPL-2
LazyLoad: yes

Basic functions to calculate individual call and put pricing, as well as associated ‘greeks’.

Author(s)

Jeffrey A. Ryan

Maintainer: Jeffrey A. Ryan <jeff.a.ryan@gmail.com>

References

Greeks(finance) http://en.wikipedia.org/wiki/Greeks_(finance)


joshuaulrich/greeks documentation built on May 19, 2019, 8:54 p.m.