On Wed, Dec 12, 2012 at 4:30 AM, Burkhard Kloss <burkhard.kloss@gmail.com>wrote:

> The only benefit of CND/NDF vs pnorm/dnorm I can think of is that the
> results will match those in other languages exactly
>


Ah, I think you might be exactly right.  If I remember correctly, in the
fOptions package they're implementing options formulas from Haug's "Guide
to Option Pricing Formulas".  Given that, they probably chose to write CND
and NDF to better replicate the results in the book.

Thanks for helping clear that up for me.

Best,


James

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