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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 4 years agofrom:eae716417d. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 22 2024 |
R-4.5-win | OK | Oct 22 2024 |
R-4.5-linux | OK | Oct 22 2024 |
R-4.4-win | OK | Oct 22 2024 |
R-4.4-mac | OK | Oct 22 2024 |
R-4.3-win | OK | Oct 22 2024 |
R-4.3-mac | OK | Oct 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