Hi John, I have a package that isn't quite 'complete' that might be of use.
https://code.google.com/p/rgreeks/ I'm intending on pushing what is complete to CRAN this week. I also gave a lightning talk at R/Finance this year as a quick 5 min overview: http://www.rinfinance.com/agenda/2013/talk/JeffRyan.pdf HTH Jeff On Fri, Aug 23, 2013 at 4:32 PM, BBands <[email protected]> wrote: > The options solution I have used forever no longer works well, so I am > looking for a new option analysis solution. My needs are rather > simple, really all I want are nice P&L graphs for option positions > with a number of legs. Flexibility is key. I was thinking about > Hoadley, which I have used on and off, but I am no longer a fan of > analytics in Excel. So I thought that this might be a chance to expand > my R skills. I've seen a couple of ideas and there must be a ton of R > solutions that I am not aware of. This is one that I have found: > http://www.r-bloggers.com/scenario-analysis-and-trading-options-using-r/ > Do you know of any that are particularly elegant or that you like well? > > Thanks, > > John > -- > John Bollinger > www.BollingerBands.com > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > -- Jeffrey Ryan [email protected] www.lemnica.com [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
