R: Rmetrics - Pricing and Evaluating Basic Options

# Rmetrics - Pricing and Evaluating Basic Options

## Documentation for package ‘fOptions’ version 3042.86

- DESCRIPTION file

## Help Pages

fOptions-package | Basic Option Valuation
arithmeticAsianMCPayoff | Monte Carlo Valuation of Options
BasicAmericanOptions | Valuation of Basic American Options
BAWAmericanApproxOption | Valuation of Basic American Options
BinomialTreeOption | Binomial Tree Option Model
BinomialTreeOptions | Binomial Tree Option Model
BinomialTreePlot | Binomial Tree Option Model
Black76Option | Valuation of Plain Vanilla Options
BlackScholesOption | Valuation of Plain Vanilla Options
BSAmericanApproxOption | Valuation of Basic American Options
CBND | Valuation of Plain Vanilla Options
CND | Valuation of Plain Vanilla Options
CRRBinomialTreeOption | Binomial Tree Option Model
fOPTION | Valuation of Plain Vanilla Options
fOPTION-class | Valuation of Plain Vanilla Options
fOptions | Basic Option Valuation
GBSCharacteristics | Valuation of Plain Vanilla Options
GBSGreeks | Valuation of Plain Vanilla Options
GBSOption | Valuation of Plain Vanilla Options
GBSVolatility | Valuation of Plain Vanilla Options
HestonNandiGarchFit | Heston-Nandi Garch(1,1) Modelling
HestonNandiOptions | Option Price for the Heston-Nandi Garch Option Model
hngarchFit | Heston-Nandi Garch(1,1) Modelling
hngarchSim | Heston-Nandi Garch(1,1) Modelling
hngarchStats | Heston-Nandi Garch(1,1) Modelling
HNGCharacteristics | Option Price for the Heston-Nandi Garch Option Model
HNGGreeks | Option Price for the Heston-Nandi Garch Option Model
HNGOption | Option Price for the Heston-Nandi Garch Option Model
JRBinomialTreeOption | Binomial Tree Option Model
LowDiscrepancy | Low Discrepancy Sequences
MiltersenSchwartzOption | Valuation of Plain Vanilla Options
MonteCarloOption | Monte Carlo Valuation of Options
MonteCarloOptions | Monte Carlo Valuation of Options
NDF | Valuation of Plain Vanilla Options
plainVanillaMCPayoff | Monte Carlo Valuation of Options
PlainVanillaOptions | Valuation of Plain Vanilla Options
print.hngarch | Heston-Nandi Garch(1,1) Modelling
print.option | Valuation of Plain Vanilla Options
rnorm.halton | Low Discrepancy Sequences
rnorm.pseudo | Low Discrepancy Sequences
rnorm.sobol | Low Discrepancy Sequences
RollGeskeWhaleyOption | Valuation of Basic American Options
runif.halton | Low Discrepancy Sequences
runif.pseudo | Low Discrepancy Sequences
runif.sobol | Low Discrepancy Sequences
show-method | Valuation of Plain Vanilla Options
summary.fOPTION | Valuation of Plain Vanilla Options
summary.hngarch | Heston-Nandi Garch(1,1) Modelling
summary.option | Valuation of Plain Vanilla Options
TIANBinomialTreeOption | Binomial Tree Option Model
wienerMCPath | Monte Carlo Valuation of Options