fOptions: Rmetrics - Pricing and Evaluating Basic Options

Provides a collection of functions to valuate basic options. This includes the generalized Black-Scholes option, options on futures and options on commodity futures.

Version: 3042.86
Depends: timeDate, timeSeries, fBasics
Imports: graphics, methods, stats
Suggests: RUnit, tcltk
Published: 2017-11-16
Author: Diethelm Wuertz [aut], Tobias Setz [cre], Yohan Chalabi [ctb]
Maintainer: Tobias Setz <tobias.setz at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
In views: Finance
CRAN checks: fOptions results


Reference manual: fOptions.pdf


Package source: fOptions_3042.86.tar.gz
Windows binaries: r-devel:, r-devel-UCRT:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): fOptions_3042.86.tgz, r-release (x86_64): fOptions_3042.86.tgz, r-oldrel: fOptions_3042.86.tgz
Old sources: fOptions archive

Reverse dependencies:

Reverse depends: fAsianOptions, fCertificates, fExoticOptions
Reverse imports: CreditRisk, fExpressCertificates
Reverse suggests: ecd, wwntests


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