Hi John,

I have a package that isn't quite 'complete' that might be of use.

https://code.google.com/p/rgreeks/

I'm intending on pushing what is complete to CRAN this week.

I also gave a lightning talk at R/Finance this year as a quick 5 min
overview:

http://www.rinfinance.com/agenda/2013/talk/JeffRyan.pdf

HTH
Jeff


On Fri, Aug 23, 2013 at 4:32 PM, BBands <bbands@gmail.com> wrote:

> The options solution I have used forever no longer works well, so I am
> looking for a new option analysis solution. My needs are rather
> simple, really all I want are nice P&L graphs for option positions
> with a number of legs. Flexibility is key. I was thinking about
> Hoadley, which I have used on and off, but I am no longer a fan of
> analytics in Excel. So I thought that this might be a chance to expand
> my R skills. I've seen a couple of ideas and there must be a ton of R
> solutions that I am not aware of. This is one that I have found:
> http://www.r-bloggers.com/scenario-analysis-and-trading-options-using-r/
> Do you know of any that are particularly elegant or that you like well?
>
> Thanks,
>
>     John
> --
> John Bollinger
> www.BollingerBands.com
>
> _______________________________________________
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>



-- 
Jeffrey Ryan
jeffrey.ryan@lemnica.com

www.lemnica.com

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