File: DESCRIPTION

package info (click to toggle)
fasianoptions 3042.82-1
  • links: PTS
  • area: main
  • in suites: bullseye, buster
  • size: 500 kB
  • sloc: fortran: 2,231; makefile: 13
file content (20 lines) | stat: -rw-r--r-- 657 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
Package: fAsianOptions
Title: Rmetrics - EBM and Asian Option Valuation
Date: 2017-11-12
Version: 3042.82
Author: Diethelm Wuertz [aut],
	Tobias Setz [cre]
Maintainer: Tobias Setz <tobias.setz@live.com>
Description: Provides functions for pricing
	and valuating Asian Options together with tools for analyzing
    and modeling Exponential Brownian Motion (EBM).
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fOptions
Imports: stats
Suggests: methods, RUnit
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
NeedsCompilation: yes
Packaged: 2017-11-17 07:23:59 UTC; Tobias Setz
Repository: CRAN
Date/Publication: 2017-11-17 12:09:14 UTC