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fOptions (version 3042.86)

Rmetrics - Pricing and Evaluating Basic Options

Description

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

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Version

Install

install.packages('fOptions')

Monthly Downloads

3

Version

3042.86

License

GPL (>= 2)

Maintainer

Last Published

November 16th, 2017

Functions in fOptions (3042.86)

PlainVanillaOptions

Valuation of Plain Vanilla Options
HestonNandiGarchFit

Heston-Nandi Garch(1,1) Modelling
BinomialTreeOptions

Binomial Tree Option Model
HestonNandiOptions

Option Price for the Heston-Nandi Garch Option Model
MonteCarloOptions

Monte Carlo Valuation of Options
LowDiscrepancy

Low Discrepancy Sequences
fOptions-package

Basic Option Valuation
BasicAmericanOptions

Valuation of Basic American Options