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
Author: Anurag Agrawal ORCID iD [aut, cre]
Maintainer: Anurag Agrawal <agrawalanurag1999 at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: roptions results

Downloads:

Reference manual: roptions.pdf
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-release (x86_64): roptions_1.0.3.tgz, r-oldrel: roptions_1.0.3.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=roptions to link to this page.