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.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:
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