fExoticOptions: 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.

Version: 3042.80
Depends: R (≥ 2.15.1), timeDate, timeSeries, fBasics, fOptions
Imports: methods
Suggests: RUnit
Published: 2017-11-17
Author: Diethelm Wuertz [aut], Tobias Setz [cre]
Maintainer: Tobias Setz <tobias.setz at live.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.rmetrics.org
NeedsCompilation: no
Materials: ChangeLog
In views: Finance
CRAN checks: fExoticOptions results


Reference manual: fExoticOptions.pdf
Package source: fExoticOptions_3042.80.tar.gz
Windows binaries: r-devel: fExoticOptions_3042.80.zip, r-release: fExoticOptions_3042.80.zip, r-oldrel: fExoticOptions_3042.80.zip
OS X El Capitan binaries: r-release: fExoticOptions_3042.80.tgz
OS X Mavericks binaries: r-oldrel: fExoticOptions_3042.80.tgz
Old sources: fExoticOptions archive

Reverse dependencies:

Reverse depends: fCertificates


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