fOptions: Rmetrics - Pricing and Evaluating Basic Options
Version 3042.86

Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.

Getting started

Package details

AuthorDiethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2017-11-16 16:22:21
MaintainerTobias Setz <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fOptions", repos="")

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fOptions documentation built on Nov. 17, 2017, 2:30 p.m.