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.


Reference manual

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3042.80 by Tobias Setz, 2 years ago


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