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fOptions: Rmetrics - Pricing and Evaluating Basic Options
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
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Package details |
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| Author | Diethelm Wuertz [aut], Tobias Setz [aut,cre], Yohan Chalabi [aut] |
| Maintainer | Tobias Setz <tobias.setz@live.com> |
| License | GPL (>= 2) |
| Version | 4021.87 |
| URL | https://www.rmetrics.org |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the fOptions package in your browser
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