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Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.
| Version: | 1.4.1 |
| Imports: | graphics, stats |
| Suggests: | knitr, rmarkdown |
| Published: | 2019-12-03 |
| Author: | John T. Buynak [aut, cre] |
| Maintainer: | John T. Buynak <jbuynak94 at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | optionstrat results |
| Reference manual: | optionstrat.pdf |
| Vignettes: |
optionstrat |
| Package source: | optionstrat_1.4.1.tar.gz |
| Windows binaries: | r-devel: optionstrat_1.4.1.zip, r-release: optionstrat_1.4.1.zip, r-oldrel: optionstrat_1.4.1.zip |
| macOS binaries: | r-release (arm64): optionstrat_1.4.1.tgz, r-oldrel (arm64): optionstrat_1.4.1.tgz, r-release (x86_64): optionstrat_1.4.1.tgz, r-oldrel (x86_64): optionstrat_1.4.1.tgz |
| Old sources: | optionstrat archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.