R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.
| Version: | 0.94 |
| Depends: | R (≥ 3.3.1) |
| Imports: | stats, statmod |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2021-03-05 |
| Author: | Jaehyuk Choi [aut, cre] |
| Maintainer: | Jaehyuk Choi <pyfe at eml.cc> |
| BugReports: | https://github.com/PyFE/FE-R/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/PyFE/FE-R |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | FER results |
| Reference manual: | FER.pdf |
| Package source: | FER_0.94.tar.gz |
| Windows binaries: | r-devel: FER_0.94.zip, r-release: FER_0.94.zip, r-oldrel: FER_0.94.zip |
| macOS binaries: | r-release (arm64): FER_0.94.tgz, r-oldrel (arm64): FER_0.94.tgz, r-release (x86_64): FER_0.94.tgz, r-oldrel (x86_64): FER_0.94.tgz |
| Old sources: | FER archive |
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