fExoticOptions: Rmetrics - Pricing and Evaluating Exotic Option

Environment for teaching "Financial Engineering and Computational Finance"

Author
Author: Author: Rmetrics Core Team, Diethelm Wuertz [aut, cre]
Date of publication
2014-11-11 12:06:55
Maintainer
Tobias Setz <tobias.setz@rmetrics.org>
License
GPL (>= 2)
Version
3010.79
URLs

View on R-Forge

Man pages

AsianOptions
Valuation of Asian Options
BarrierOptions
Valuation of Barrier Options
BinaryOptions
Valuation of Binary Options
CurrencyTranslatedOptions
Valuation of Currency Translated Options
LookbackOptions
Valuation of Lookback Options
MultipleAssetsOptions
Valuation of Mutiple Assets Options
MultipleExercisesOptions
Valuation of Mutiple Exercises Options

Files in this package

fExoticOptions/ChangeLog
fExoticOptions/DESCRIPTION
fExoticOptions/NAMESPACE
fExoticOptions/R
fExoticOptions/R/AsianOptions.R
fExoticOptions/R/BarrierOptions.R
fExoticOptions/R/BinaryOptions.R
fExoticOptions/R/CurrencyTranslatedOptions.R
fExoticOptions/R/LookbackOptions.R
fExoticOptions/R/MultipleAssetsOptions.R
fExoticOptions/R/MultipleExercisesOptions.R
fExoticOptions/R/zzz.R
fExoticOptions/inst
fExoticOptions/inst/COPYRIGHT.html
fExoticOptions/inst/unitTests
fExoticOptions/inst/unitTests/Makefile
fExoticOptions/inst/unitTests/runTests.R
fExoticOptions/inst/unitTests/runit.BarrierOptions.R
fExoticOptions/inst/unitTests/runit.BasicAsianOptions.R
fExoticOptions/inst/unitTests/runit.BinaryOptions.R
fExoticOptions/inst/unitTests/runit.CurrencyTranslatedOptions.R
fExoticOptions/inst/unitTests/runit.LookbackOptions.R
fExoticOptions/inst/unitTests/runit.MultipleAssetsOptions.R
fExoticOptions/inst/unitTests/runit.MultipleExercisesOptions.R
fExoticOptions/man
fExoticOptions/man/AsianOptions.Rd
fExoticOptions/man/BarrierOptions.Rd
fExoticOptions/man/BinaryOptions.Rd
fExoticOptions/man/CurrencyTranslatedOptions.Rd
fExoticOptions/man/LookbackOptions.Rd
fExoticOptions/man/MultipleAssetsOptions.Rd
fExoticOptions/man/MultipleExercisesOptions.Rd
fExoticOptions/tests
fExoticOptions/tests/doRUnit.R