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
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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

12 exports 13 stars 2.68 score 1 dependencies 8 mentions 12 scripts 251 downloads

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

TargetResultDate
Doc / VignettesOKSep 13 2024
R-4.5-winOKSep 13 2024
R-4.5-linuxOKSep 13 2024
R-4.4-winOKSep 13 2024
R-4.4-macOKSep 13 2024
R-4.3-winOKSep 13 2024
R-4.3-macOKSep 13 2024

Exports:BachelierImpvolBachelierPriceBlackScholesImpvolBlackScholesPriceCevMassZeroCevPriceNsvh1Choi2019SabrHagan2002SpreadBachelierSpreadBjerksund2014SpreadKirkSwitchMargrabe

Dependencies:statmod