Environment for teaching "Financial Engineering and Computational Finance". Pricing and Evaluating Basic Options.

Documentation

Manual: fOptions.pdf
Vignette: None available.

Maintainer: Tobias Setz <tobias.setz at rmetrics.org>

Author(s): Rmetrics Core Team, Diethelm Wuertz*, Tobias Setz*, Yohan Chalabi*

Install package and any missing dependencies by running this line in your R console:

install.packages("fOptions")

Depends timeDate, timeSeries, fBasics
Imports graphics, methods, stats
Suggests RUnit, tcltk
Enhances
Linking to
Reverse
depends
fAsianOptions, fCertificates, fExoticOptions
Reverse
imports
Reverse
suggests
ecd, ESGtoolkit
Reverse
enhances
Reverse
linking to

Package fOptions
Materials
URL http://www.rmetrics.org
Task Views Finance
Version 3022.85
Published 2015-11-09
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks fOptions check results
Package source fOptions_3022.85.tar.gz