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r-foptions

Community

Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-foptions

Usage Tracking

3042.86
1 / 8 versions selected
Total downloads: 0

About

Summary

Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.

Information Last Updated

Apr 22, 2025 at 15:32

License

GPL-2

Total Downloads

4

Platforms

Linux 64 Version: 3042.86
macOS 64 Version: 3042.86
Win 64 Version: 3042.86