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'))

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 143 downloads 29 exports 70 dependencies

Last updated 5 years agofrom:eae716417d. Checks:OK: 7. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 21 2024
R-4.5-win	OK	Nov 21 2024
R-4.5-linux	OK	Nov 21 2024
R-4.4-win	OK	Nov 21 2024
R-4.4-mac	OK	Nov 21 2024
R-4.3-win	OK	Nov 21 2024
R-4.3-mac	OK	Nov 21 2024

Exports:box.spread butterfly.call butterfly.put call.delta call.estimate call.gamma call.greek call.minorgreek call.premium.est call.rho call.spread call.theta call.vega cont.rate iron.condour put.delta put.estimate put.gamma put.greek put.minorgreek put.premium.est put.rho put.spread put.theta put.vega straddle.long straddle.short strangle.long strangle.short

Dependencies:askpass base64enc bslib cachem cli colorspace cpp11 crosstalk curl data.table digest dplyr evaluate fansi farver fastmap fontawesome fs generics ggplot2 glue gtable highr htmltools htmlwidgets httr isoband jquerylib jsonlite knitr labeling later lattice lazyeval lifecycle magrittr MASS Matrix memoise mgcv mime munsell nlme openssl pillar pkgconfig plotly promises purrr R6 rappdirs RColorBrewer Rcpp rlang rmarkdown sass scales stringi stringr sys tibble tidyr tidyselect tinytex utf8 vctrs viridisLite withr xfun yaml

Citation

Readme and manuals

Help Manual

Help page	Topics
Box Spread Strategy Function	box.spread
Butterfly Call Spread Strategy Function	butterfly.call
Butterfly Put Spread Strategy Function	butterfly.put
Call Delta	call.delta
Option Greek and Estimated Premium of Call Option	call.estimate
Call Gamma	call.gamma
Specified Call Option Greek	call.greek
Specified Minor Option Greek	call.minorgreek
Estimated Premium of Option Contract	call.premium.est
Call Rho	call.rho
Bull/Bear Call Spread Strategy Function	call.spread
Call Theta	call.theta
Call Vega	call.vega
Continous Rate	cont.rate
Iron Condour Strategy Function	iron.condour
Put Delta	put.delta
Option Greek and Estimated Premium of Put Option	put.estimate
Put Gamma	put.gamma
Put Greeks	put.greek
Specified Minor Option Greek	put.minorgreek
Estimated Premium of Put Option	put.premium.est
Put Rho	put.rho
Bull/Bear Put Spread Strategy Function	put.spread
Put Theta	put.theta
Put Vega	put.vega
Long Straddle Strategy Function	straddle.long
Short Straddle Strategy Function	straddle.short
Long Strangle Strategy Function	strangle.long
Short Strangle Strategy Function	strangle.short

Package: roptions 1.0.3

roptions: Option Strategies and Valuation

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)