fExoticOptions: Rmetrics - Pricing and Evaluating Exotic Option

Provides a colletion of funtions to evaluate barrier options, asian options, binary options, currency translated options, lookback options, multiple asset options and multiple exercise options.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre]
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
URL http://www.rmetrics.org
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fExoticOptions", repos="http://R-Forge.R-project.org")

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fExoticOptions documentation built on Nov. 17, 2017, 2:20 p.m.