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-4.7-any)FER_0.94.zip(r-4.6-any)FER_0.94.zip(r-4.5-any)
FER_0.94.tgz(r-4.6-any)FER_0.94.tgz(r-4.5-any)
FER_0.94.tar.gz(r-4.7-any)FER_0.94.tar.gz(r-4.6-any)
FER_0.94.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
FER/json (API)

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

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

On CRAN:

Conda:

bachelierblack-scholesderivativesfinancial-engineeringimplied-volatilitymathematical-financeoption-pricingquantitative-finance

5.11 score 16 stars 6 scripts 264 downloads 8 mentions 12 exports 1 dependencies

Last updated from:577d3b769e. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK156
source / vignettesOK147
linux-releaseOK104
macos-releaseOK110
macos-oldrelOK140
windows-develOK68
windows-releaseOK56
windows-oldrelOK64
wasm-releaseOK102

Exports:BachelierImpvolBachelierPriceBlackScholesImpvolBlackScholesPriceCevMassZeroCevPriceNsvh1Choi2019SabrHagan2002SpreadBachelierSpreadBjerksund2014SpreadKirkSwitchMargrabe

Dependencies:statmod