fExoticOptions: Rmetrics - Pricing and Evaluating Exotic Option
Version 3042.80

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]
Date of publication2017-11-16 16:46:42
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Version3042.80
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")

Try the fExoticOptions package in your browser

Any scripts or data that you put into this service are public.

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