Rmetrics - Pricing and Evaluating Exotic Option

Provides a collection of functions to evaluate barrier options, Asian options, binary options, currency translated options, lookback options, multiple asset options and multiple exercise options.


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Reference manual

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install.packages("fExoticOptions")

3042.80 by Tobias Setz, 2 years ago


http://www.rmetrics.org


Browse source code at https://github.com/cran/fExoticOptions


Authors: Diethelm Wuertz [aut] , Tobias Setz [cre]


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL (>= 2) license


Imports methods

Depends on timeDate, timeSeries, fBasics, fOptions

Suggests RUnit


Imported by fExpressCertificates.

Depended on by fCertificates.


See at CRAN