optionstrat

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

CRAN Package

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.

  • Version1.4.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release12/03/2019

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