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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
DOI: 10.32614/CRAN.package.roptions
Author: Anurag Agrawal ORCID iD [aut, cre]
Maintainer: Anurag Agrawal <agrawalanurag1999 at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: roptions results

Documentation:

Reference manual: roptions.pdf

Downloads:

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-oldrel (arm64): roptions_1.0.3.tgz, r-release (x86_64): roptions_1.0.3.tgz, r-oldrel (x86_64): roptions_1.0.3.tgz

Linking:

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

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.