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FER: Financial Engineering in R

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.

Version: 0.94
Depends: R (≥ 3.3.1)
Imports: stats, statmod
Suggests: testthat (≥ 3.0.0)
Published: 2021-03-05
DOI: 10.32614/CRAN.package.FER
Author: Jaehyuk Choi [aut, cre]
Maintainer: Jaehyuk Choi <pyfe at eml.cc>
BugReports: https://github.com/PyFE/FE-R/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/PyFE/FE-R
NeedsCompilation: no
Materials: README NEWS
CRAN checks: FER results

Documentation:

Reference manual: FER.pdf

Downloads:

Package source: FER_0.94.tar.gz
Windows binaries: r-devel: FER_0.94.zip, r-release: FER_0.94.zip, r-oldrel: FER_0.94.zip
macOS binaries: r-release (arm64): FER_0.94.tgz, r-oldrel (arm64): FER_0.94.tgz, r-release (x86_64): FER_0.94.tgz, r-oldrel (x86_64): FER_0.94.tgz
Old sources: FER archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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