Provides a collection of functions to evaluate barrier options, Asian options, binary options, currency translated options, lookback options, multiple asset options and multiple exercise options.
| Version: | 3042.80 |
| Depends: | R (≥ 2.15.1), timeDate, timeSeries, fBasics, fOptions |
| Imports: | methods |
| Suggests: | RUnit |
| Published: | 2017-11-17 |
| Author: | Diethelm Wuertz [aut], Tobias Setz [cre] |
| Maintainer: | Tobias Setz <tobias.setz at live.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.rmetrics.org |
| NeedsCompilation: | no |
| Materials: | ChangeLog |
| In views: | Finance |
| CRAN checks: | fExoticOptions results |
| Reference manual: | fExoticOptions.pdf |
| Package source: | fExoticOptions_3042.80.tar.gz |
| Windows binaries: | r-devel: fExoticOptions_3042.80.zip, r-release: fExoticOptions_3042.80.zip, r-oldrel: fExoticOptions_3042.80.zip |
| macOS binaries: | r-release: fExoticOptions_3042.80.tgz, r-oldrel: fExoticOptions_3042.80.tgz |
| Old sources: | fExoticOptions archive |
| Reverse depends: | fCertificates |
| Reverse imports: | fExpressCertificates |
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