The Rmetrics suite of packages also contains closed-form solutions for
European barrier options. You can download and install the packages
using the following script:

source("http://www.rmetrics.org/Rmetrics.R")

install.Rmetrics()


On Mon, 2010-11-01 at 11:08 -0700, Megh wrote:

> Thanks Braverock for you suggestion. However I am struggling to download that
> package even from r-forge irself. It is saying "package ‘RQuantLib’ is not
> available". 
> 
> Even CRAN seems to having no package in that name atleast in zip format.
> 
> Can anyone tell me from where to download that package? I am using R-2.12.0
> in Vista
> 
> Thanks
> -- 
> View this message in context: http://r.789695.n4.nabble.com/Barrier-options-tp3021886p3022552.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
> 
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