CRAN/E | optionstrat

optionstrat

Utilizes the Black-Scholes Option Pricing Model to Perform Strategic Option Analysis and Plot Option Strategies

Installation

About

Utilizes the Black-Scholes-Merton option pricing model to calculate key option analytics and perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.

Key Metrics

Version 1.4.1
Published 2019-12-03 1766 days ago
Needs compilation? no
License GPL-3
CRAN checks optionstrat results

Downloads

Yesterday 2 0%
Last 7 days 44 -30%
Last 30 days 186 +11%
Last 90 days 528 -2%
Last 365 days 2.462 -1%

Maintainer

Maintainer

John T. Buynak

Authors

John T. Buynak

aut / cre

Material

Reference manual
Package source

Vignettes

optionstrat

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

optionstrat archive

Imports

graphics
stats

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