[R] Package for financial options calculation

[Jeff Ryan]

Take a look at the fOptions package, as well as all the packages in Rmetrics
(see www.rmetrics.org).

There is also a wrapper to QuantLib called RQuantLib.

Also, your question would have a better chance of being answered on the
R-sig-finance mailing list.

HTH
Jeff


Arun Kumar Saha wrote:
> 
> Hi all,
> 
> Is there any R package on "European/American oprions pricing"? And on
> calculation of it's sensitivities?
> 
> Regards,
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
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