fOptions: Rmetrics - Pricing and Evaluating Basic Options

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

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
http://www.rmetrics.org

View on R-Forge

Functions

arithmeticAsianMCPayoff Man page
BasicAmericanOptions Man page
BAWAmericanApproxOption Man page
BinomialTreeOption Man page
BinomialTreeOptions Man page
BinomialTreePlot Man page
Black76Option Man page
BlackScholesOption Man page
BSAmericanApproxOption Man page
CBND Man page
CND Man page
CRRBinomialTreeOption Man page
fOPTION Man page
fOPTION-class Man page
fOptions Man page
fOptions-package Man page
GBSCharacteristics Man page
GBSGreeks Man page
GBSOption Man page
GBSVolatility Man page
HestonNandiGarchFit Man page
HestonNandiOptions Man page
hngarchFit Man page
hngarchSim Man page
hngarchStats Man page
HNGCharacteristics Man page
HNGGreeks Man page
HNGOption Man page
JRBinomialTreeOption Man page
LowDiscrepancy Man page
MiltersenSchwartzOption Man page
MonteCarloOption Man page
MonteCarloOptions Man page
NDF Man page
plainVanillaMCPayoff Man page
PlainVanillaOptions Man page
print.hngarch Man page
print.option Man page
rnorm.halton Man page
rnorm.pseudo Man page
rnorm.sobol Man page
RollGeskeWhaleyOption Man page
runif.halton Man page
runif.pseudo Man page
runif.sobol Man page
show,fOPTION-method Man page
summary.fOPTION Man page
summary.hngarch Man page
summary.option Man page
TIANBinomialTreeOption Man page
wienerMCPath Man page

Files

fOptions/ChangeLog
fOptions/DESCRIPTION
fOptions/NAMESPACE
fOptions/R
fOptions/R/BasicAmericanOptions.R fOptions/R/BinomialTreeOptions.R fOptions/R/HestonNandiGarchFit.R fOptions/R/HestonNandiOptions.R fOptions/R/LowDiscrepancy.R fOptions/R/MonteCarloOptions.R fOptions/R/PlainVanillaOptions.R fOptions/R/fOptionsEnv.R fOptions/R/zzz.R
fOptions/inst
fOptions/inst/COPYRIGHT.html
fOptions/inst/unitTests
fOptions/inst/unitTests/Makefile
fOptions/inst/unitTests/runTests.R
fOptions/inst/unitTests/runit.BasicAmericanOptions.R
fOptions/inst/unitTests/runit.BinomialTreeOptions.R
fOptions/inst/unitTests/runit.HestonNandiGarchFit.R
fOptions/inst/unitTests/runit.HestonnandiGarchOption.R
fOptions/inst/unitTests/runit.LowDiscrepancy.R
fOptions/inst/unitTests/runit.MonteCarloOptions.R
fOptions/inst/unitTests/runit.PlainVanillaOptions.R
fOptions/man
fOptions/man/00fOptions-package.Rd fOptions/man/BasicAmericanOptions.Rd fOptions/man/BinomialTreeOptions.Rd fOptions/man/HestonNandiGarchFit.Rd fOptions/man/HestonNandiOptions.Rd fOptions/man/LowDiscrepancy.Rd fOptions/man/MonteCarloOptions.Rd fOptions/man/PlainVanillaOptions.Rd
fOptions/src
fOptions/src/LowDiscrepancy.f
fOptions/src/Makevars
fOptions/tests
fOptions/tests/doRUnit.R

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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