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.
https://anaconda.org/r/r-optionstrat/badges/version.svg
https://anaconda.org/r/r-optionstrat/badges/latest_release_date.svg
https://anaconda.org/r/r-optionstrat/badges/latest_release_relative_date.svg
https://anaconda.org/r/r-optionstrat/badges/platforms.svg
https://anaconda.org/r/r-optionstrat/badges/license.svg
https://anaconda.org/r/r-optionstrat/badges/downloads.svg