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<p>I use StandardBarrierOption in fExoticOptions and it's quite convenient. Some nonsense case are not yet treated but otherwise I advice you to you this package where you can find a lot of excellent pricing functions !</p>
<p>Olivier MERLE</p>
<p><span style="font-family: arial,helvetica,sans-serif;"><img style="width: 109px; height: 50px;" src="cid:image1.1288706016" alt="" /><br /><br /></span><span style="font-family: arial,helvetica,sans-serif;"> </span><strong>Conseiller en Investissements Financiers enregistré sous le n° D010355 auprès de la CNCIF - Association agréée par l'Autorité des Marchés Financiers</strong></p>
<p>10 avenue de la Grande Armée<br />75017 PARIS (FRANCE)<br />Tel.(standard) : 01.53.05.96.70<br />Fax : 01.53.05.96.71</p>
<p> </p>
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<div><span style="font-family: arial,helvetica,sans-serif; font-size: 10pt;">----- Message original -----</span></div>
<div style="background-color: #eee;"><span style="font-family: arial,helvetica,sans-serif; font-size: 10pt;"><strong>De:</strong> "Sarbo" <cmdr_rogue@hotmail.com></span></div>
<div><span style="font-family: arial,helvetica,sans-serif; font-size: 10pt;"><strong>À:</strong> "r-sig-finance@stat.math.ethz.ch" <r-sig-finance@stat.math.ethz.ch></span></div>
<div><span style="font-family: arial,helvetica,sans-serif; font-size: 10pt;"><strong>Date:</strong> 02/11/2010 10:18</span></div>
<div><span style="font-family: arial,helvetica,sans-serif; font-size: 10pt;"><strong>Objet:</strong> Re: [R-SIG-Finance] Barrier options</span></div>
<br />The Rmetrics suite of packages also contains closed-form solutions for<br />
European barrier options. You can download and install the packages<br />
using the following script:<br />
<br />
source("http://www.rmetrics.org/Rmetrics.R")<br />
<br />
install.Rmetrics()<br />
<br />
<br />
On Mon, 2010-11-01 at 11:08 -0700, Megh wrote:<br />
<br />
> Thanks Braverock for you suggestion. However I am struggling to download that<br />
> package even from r-forge irself. It is saying "package âRQuantLibâ is not<br />
> available". <br />
> <br />
> Even CRAN seems to having no package in that name atleast in zip format.<br />
> <br />
> Can anyone tell me from where to download that package? I am using R-2.12.0<br />
> in Vista<br />
> <br />
> Thanks<br />
> -- <br />
> View this message in context: http://r.789695.n4.nabble.com/Barrier-options-tp3021886p3022552.html<br />
> Sent from the Rmetrics mailing list archive at Nabble.com.<br />
> <br />
> _______________________________________________<br />
> R-SIG-Finance@stat.math.ethz.ch mailing list<br />
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance<br />
> -- Subscriber-posting only. If you want to post, subscribe first.<br />
> -- Also note that this is not the r-help list where general R questions should go.<br />
<br />
<br />
<br />
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