Package: roptions 1.0.3

roptions: Option Strategies and Valuation

Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" <doi:10.1086/260062>.

Authors:Anurag Agrawal [aut, cre]

roptions_1.0.3.tar.gz
roptions_1.0.3.zip(r-4.5)roptions_1.0.3.zip(r-4.4)roptions_1.0.3.zip(r-4.3)
roptions_1.0.3.tgz(r-4.4-any)roptions_1.0.3.tgz(r-4.3-any)
roptions_1.0.3.tar.gz(r-4.5-noble)roptions_1.0.3.tar.gz(r-4.4-noble)
roptions_1.0.3.tgz(r-4.4-emscripten)roptions_1.0.3.tgz(r-4.3-emscripten)
roptions.pdf |roptions.html
roptions/json (API)

# Install 'roptions' in R:
install.packages('roptions', repos = c('https://anuragagrawaal.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 113 downloads 29 exports 70 dependencies

Last updated 4 years agofrom:eae716417d. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 22 2024
R-4.5-winOKOct 22 2024
R-4.5-linuxOKOct 22 2024
R-4.4-winOKOct 22 2024
R-4.4-macOKOct 22 2024
R-4.3-winOKOct 22 2024
R-4.3-macOKOct 22 2024

Exports:box.spreadbutterfly.callbutterfly.putcall.deltacall.estimatecall.gammacall.greekcall.minorgreekcall.premium.estcall.rhocall.spreadcall.thetacall.vegacont.rateiron.condourput.deltaput.estimateput.gammaput.greekput.minorgreekput.premium.estput.rhoput.spreadput.thetaput.vegastraddle.longstraddle.shortstrangle.longstrangle.short

Dependencies:askpassbase64encbslibcachemclicolorspacecpp11crosstalkcurldata.tabledigestdplyrevaluatefansifarverfastmapfontawesomefsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttrisobandjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclemagrittrMASSMatrixmemoisemgcvmimemunsellnlmeopensslpillarpkgconfigplotlypromisespurrrR6rappdirsRColorBrewerRcpprlangrmarkdownsassscalesstringistringrsystibbletidyrtidyselecttinytexutf8vctrsviridisLitewithrxfunyaml