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_0.94.tgz(r-4.5-any)FER_0.94.tgz(r-4.4-any)FER_0.94.tgz(r-4.3-any)
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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'))

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

On CRAN:

Conda:

bachelierblack-scholesderivativesfinancial-engineeringmathematical-financeoption-pricingquantitative-finance

4.76 score 12 stars 12 scripts 232 downloads 8 mentions 12 exports 1 dependencies

Last updated 4 years agofrom:5392be5fca. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 12 2025
R-4.5-winOKMar 12 2025
R-4.5-macOKMar 12 2025
R-4.5-linuxOKMar 12 2025
R-4.4-winOKMar 12 2025
R-4.4-macOKMar 12 2025
R-4.4-linuxOKMar 12 2025
R-4.3-winOKMar 12 2025
R-4.3-macOKMar 12 2025

Exports:BachelierImpvolBachelierPriceBlackScholesImpvolBlackScholesPriceCevMassZeroCevPriceNsvh1Choi2019SabrHagan2002SpreadBachelierSpreadBjerksund2014SpreadKirkSwitchMargrabe

Dependencies:statmod