fOptions: Rmetrics - Pricing and Evaluating Basic Options
Version 3022.85

Environment for teaching "Financial Engineering and Computational Finance". Pricing and Evaluating Basic Options.

Browse man pages Browse package API and functions Browse package files

AuthorRmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Date of publication2015-11-09 15:09:06
MaintainerTobias Setz <tobias.setz@rmetrics.org>
LicenseGPL (>= 2)
Version3022.85
URL http://www.rmetrics.org
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fOptions", repos="http://R-Forge.R-project.org")

Man pages

00fOptions-package: Basic Option Valuation
BasicAmericanOptions: Valuation of Basic American Options
BinomialTreeOptions: Binomial Tree Option Model
HestonNandiGarchFit: Heston-Nandi Garch(1,1) Modelling
HestonNandiOptions: Option Price for the Heston-Nandi Garch Option Model
LowDiscrepancy: Low Discrepancy Sequences
MonteCarloOptions: Monte Carlo Valuation of Options
PlainVanillaOptions: Valuation of Plain Vanilla Options

Functions

BAWAmCallApproxOption Source code
BAWAmPutApproxOption Source code
BAWAmericanApproxOption Man page Source code
BSAmericanApproxOption Man page Source code
BSAmericanCallApprox Source code
BasicAmericanOptions Man page
BinomialTreeOption Man page Source code
BinomialTreeOptions Man page
BinomialTreePlot Man page Source code
Black76Option Man page Source code
BlackScholesOption Man page Source code
CBND Man page Source code
CND Man page Source code
CRRBinomialTreeOption Man page Source code
GBSCharacteristics Man page Source code
GBSCofC Source code
GBSDelta Source code
GBSGamma Source code
GBSGreeks Man page Source code
GBSLambda Source code
GBSOption Man page Source code
GBSRho Source code
GBSTheta Source code
GBSVega Source code
GBSVolatility Man page Source code
HNGCharacteristics Man page Source code
HNGGreeks Man page Source code
HNGOption Man page Source code
HestonNandiGarchFit Man page
HestonNandiOptions Man page
JRBinomialTreeOption Man page Source code
LowDiscrepancy Man page
MiltersenSchwartzOption Man page Source code
MonteCarloOption Man page Source code
MonteCarloOptions Man page
NDF Man page Source code
PlainVanillaOptions Man page
RollGeskeWhaleyOption Man page Source code
TIANBinomialTreeOption Man page Source code
arithmeticAsianMCPayoff Man page
bawKc Source code
bawKp Source code
bsPhi Source code
fGBSVolatility Source code
fHN Source code
fOPTION Man page
fOPTION-class Man page
fOptions Man page
fOptions-package Man page
fdeltaHN Source code
fgammaHN Source code
fstarHN Source code
getfOptionsEnv Source code
hngarchFit Man page Source code
hngarchSim Man page Source code
hngarchStats Man page Source code
llhHNGarch Source code
onAttach Source code
onLoad Source code
plainVanillaMCPayoff Man page
print.hngarch Man page Source code
print.option Man page Source code
rnorm.halton Man page Source code
rnorm.pseudo Man page Source code
rnorm.sobol Man page Source code
runif.halton Man page Source code
runif.pseudo Man page Source code
runif.sobol Man page Source code
setfOptionsEnv Source code
show,fOPTION-method Man page
summary.fOPTION Man page Source code
summary.hngarch Man page Source code
summary.option Man page Source code
wienerMCPath Man page

Files

ChangeLog
DESCRIPTION
NAMESPACE
R
R/BasicAmericanOptions.R
R/BinomialTreeOptions.R
R/HestonNandiGarchFit.R
R/HestonNandiOptions.R
R/LowDiscrepancy.R
R/MonteCarloOptions.R
R/PlainVanillaOptions.R
R/fOptionsEnv.R
R/zzz.R
inst
inst/COPYRIGHT.html
inst/unitTests
inst/unitTests/Makefile
inst/unitTests/runTests.R
inst/unitTests/runit.BasicAmericanOptions.R
inst/unitTests/runit.BinomialTreeOptions.R
inst/unitTests/runit.HestonNandiGarchFit.R
inst/unitTests/runit.HestonnandiGarchOption.R
inst/unitTests/runit.LowDiscrepancy.R
inst/unitTests/runit.MonteCarloOptions.R
inst/unitTests/runit.PlainVanillaOptions.R
man
man/00fOptions-package.Rd
man/BasicAmericanOptions.Rd
man/BinomialTreeOptions.Rd
man/HestonNandiGarchFit.Rd
man/HestonNandiOptions.Rd
man/LowDiscrepancy.Rd
man/MonteCarloOptions.Rd
man/PlainVanillaOptions.Rd
src
src/LowDiscrepancy.f
src/Makevars
tests
tests/doRUnit.R
fOptions documentation built on May 21, 2017, 12:30 a.m.