[R-SIG-Finance] European options in r3

[Enrico Schumann]

On Tue, 05 Nov 2013, Vishnu B <vishnu.karthik1 at gmail.com> writes:

> Hi,
>
> Is there any package that works with r3.0.2 that can calculate option
> Greeks for European options?
>
> Thanks
> Vishnu
>

Let me add a few suggestions:

* RQuantLib, see ?EuropeanOption

* fOptions, see ?PlainVanillaOptions

* NMOF, see ?vanillaOptionEuropean

... all of which you would have found, had you browsed the task view

  http://cran.r-project.org/web/views/Finance.html

or had you used Google.



-- 
Enrico Schumann
Lucerne, Switzerland
http://enricoschumann.net