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>.
| 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 [aut, cre] |
| Maintainer: | Anurag Agrawal <agrawalanurag1999 at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | roptions results |
Documentation:
| Reference manual: | roptions.html ,roptions.pdf |
Downloads:
| 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 |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=roptionsto link to this page.