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

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

Version: 1.3.0
Imports: graphics, stats
Suggests: knitr, rmarkdown
Published: 2019-06-20
Author: John T. Buynak [aut, cre]
Maintainer: John T. Buynak <jbuynak94 at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: optionstrat results

Downloads:

Reference manual: optionstrat.pdf
Vignettes: optionstrat
Package source: optionstrat_1.3.0.tar.gz
Windows binaries: r-devel: optionstrat_1.3.0.zip, r-release: optionstrat_1.3.0.zip, r-oldrel: optionstrat_1.3.0.zip
OS X binaries: r-release: optionstrat_1.3.0.tgz, r-oldrel: optionstrat_1.3.0.tgz
Old sources: optionstrat archive

Reverse dependencies:

Reverse depends: visualR

Linking:

Please use the canonical form https://CRAN.R-project.org/package=optionstrat to link to this page.