Dear Rmetrics core In the "d" term in the CashOrNothingOption-Function in the R-package fExoticOptions it is somewhat confusing to use b (instead of r?). In my opinion it should be like d = (log(S/X) + (r + b - sigma^2/2) * Time)/(sigma * sqrt(Time)), resulting in the standard formula if there is no cost-of-carry. Do I mix things up? Best regards, David