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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
Version
3042.86
3022.85
3010.83
2160.82
2160.81
2160.80
2140.79
2110.78
2110.77
2100.76
290.75
270.74
270.73
260.72
251.70
241.68
240.10068
240.10067
221.10065
220.10063
201.10060
201.10059
200.10058
191.10057
Install
install.packages('fOptions')
Monthly Downloads
3
Version
3042.86
License
GPL (>= 2)
Maintainer
Tobias Setz
Last Published
November 16th, 2017
Functions in fOptions (3042.86)
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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