Package: FER 0.94

Jaehyuk Choi

FER: Financial Engineering in R

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.

Authors:Jaehyuk Choi [aut, cre]

FER_0.94.tar.gz
FER_0.94.zip(r-4.5)FER_0.94.zip(r-4.4)FER_0.94.zip(r-4.3)
FER_0.94.tgz(r-4.4-any)FER_0.94.tgz(r-4.3-any)
FER_0.94.tar.gz(r-4.5-noble)FER_0.94.tar.gz(r-4.4-noble)
FER_0.94.tgz(r-4.4-emscripten)FER_0.94.tgz(r-4.3-emscripten)
FER.pdf |FER.html✨
FER/json (API)
NEWS

# Install 'FER' in R:
install.packages('FER', repos = c('https://pyfe.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/pyfe/fe-r/issues

On CRAN:

bachelierblack-scholesderivativesfinancial-engineeringmathematical-financeoption-pricingquantitative-finance

4.76 score 12 stars 12 scripts 183 downloads 8 mentions 12 exports 1 dependencies

Last updated 4 years agofrom:5392be5fca. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-winOKNov 12 2024
R-4.5-linuxOKNov 12 2024
R-4.4-winOKNov 12 2024
R-4.4-macOKNov 12 2024
R-4.3-winOKNov 12 2024
R-4.3-macOKNov 12 2024

Exports:BachelierImpvolBachelierPriceBlackScholesImpvolBlackScholesPriceCevMassZeroCevPriceNsvh1Choi2019SabrHagan2002SpreadBachelierSpreadBjerksund2014SpreadKirkSwitchMargrabe

Dependencies:statmod