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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>.
Version: | 1.0.3 |
Depends: | R (≥ 2.10) |
Imports: | purrr, ggplot2, plotly, stats |
Published: | 2020-05-11 |
DOI: | 10.32614/CRAN.package.roptions |
Author: | Anurag Agrawal |
Maintainer: | Anurag Agrawal <agrawalanurag1999 at gmail.com> |
License: | GPL-3 |
NeedsCompilation: | no |
CRAN checks: | roptions results |
Reference manual: | roptions.pdf |
Package source: | roptions_1.0.3.tar.gz |
Windows binaries: | r-devel: roptions_1.0.3.zip, r-release: roptions_1.0.3.zip, r-oldrel: roptions_1.0.3.zip |
macOS binaries: | r-release (arm64): roptions_1.0.3.tgz, r-oldrel (arm64): roptions_1.0.3.tgz, r-release (x86_64): roptions_1.0.3.tgz, r-oldrel (x86_64): roptions_1.0.3.tgz |
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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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