Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.
| Version: | 1.4.1 |
| Imports: | graphics, stats |
| Suggests: | knitr,rmarkdown |
| Published: | 2019-12-03 |
| DOI: | 10.32614/CRAN.package.optionstrat |
| Author: | John T. Buynak [aut, cre] |
| Maintainer: | John T. Buynak <jbuynak94 at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | optionstrat results |
| Reference manual: | optionstrat.html ,optionstrat.pdf |
| Vignettes: | optionstrat (source,R code) |
| Package source: | optionstrat_1.4.1.tar.gz |
| Windows binaries: | r-devel:optionstrat_1.4.1.zip, r-release:optionstrat_1.4.1.zip, r-oldrel:optionstrat_1.4.1.zip |
| macOS binaries: | r-release (arm64):optionstrat_1.4.1.tgz, r-oldrel (arm64):optionstrat_1.4.1.tgz, r-release (x86_64):optionstrat_1.4.1.tgz, r-oldrel (x86_64):optionstrat_1.4.1.tgz |
| Old sources: | optionstrat archive |
Please use the canonical formhttps://CRAN.R-project.org/package=optionstratto link to this page.