fOptions: Rmetrics - Pricing and Evaluating Basic Options

Environment for teaching "Financial Engineering and Computational Finance". Pricing and Evaluating Basic Options.

Version: 3022.85
Depends: timeDate, timeSeries, fBasics
Imports: graphics, methods, stats
Suggests: RUnit, tcltk
Published: 2015-11-09
Author: Rmetrics Core Team, Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
In views: Finance
CRAN checks: fOptions results


Reference manual: fOptions.pdf
Package source: fOptions_3022.85.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: fOptions_3010.83.tgz, r-oldrel: fOptions_3010.83.tgz
OS X Mavericks binaries: r-release: fOptions_3022.85.tgz
Old sources: fOptions archive

Reverse dependencies:

Reverse depends: fAsianOptions, fCertificates, fExoticOptions
Reverse suggests: ESGtoolkit