Thanks all, My package "roptions" is now available on CRAN. My package contains a collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. For more information see 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"
Download using: install.packages("roptions") https://cran.r-project.org/package=roptions Regards, Anurag Agrawal Bachelor of Science in Finance, Narsee Monjee Institute of Management Studies. ___________________________________________ Disclaimer: The content of this message is confidential. If you have received it by mistake, please inform us by an email reply and then delete the message. It is forbidden to copy, forward, or in any way reveal the contents of this message to anyone. The integrity and security of this email cannot be guaranteed over the Internet. Therefore, the sender will not be held liable for any damage caused by the message. [[alternative HTML version deleted]] _______________________________________________ R-packages mailing list r-packa...@r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.