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This is the Debian GNU/Linux r-cran-foptions package of fOptions, a
set of functions for pricing and hedging various types of financial
options, and part of Rmetrics, a collection of packages for financial
engineering and computational finance. Both fOptions and Rmetrics were
written and compiled primarily by Diethelm Wuertz, with code by others
(see below for fOptions).
This package was created by Dirk Eddelbuettel <edd@debian.org>.
The sources were downloaded from
http://www.rmetrics.org
and are also available from
http://cran.r-project.org/src/contrib/
and all CRAN mirrors as e.g.
http://cran.us.r-project.org/src/contrib/
The package was renamed from its upstream name 'fOptions' to
'r-cran-foptions' to fit the pattern of CRAN (and non-CRAN) packages
for R.
Copyright (C) 1999 - 2008 Diethelm Wuertz
Copyright (C) 1999 - 2008 Rmetrics Foundation
License: GPL
On a Debian GNU/Linux system, the GPL license is included in the file
/usr/share/common-licenses/GPL.
For reference, the upstream DESCRIPTION file is included below:
Package: fOptions
Version: 190.10055
Date: 2004
Title: Financial Software Collection - fOptions
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 1.9.0)
Maintainer: Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
Description: fOptions Library from Rmetrics -
Rmetrics is an Environment and
Software Collection for teaching
"Financial Engineering and Computational Finance"
License: GPL Version 2 or later
URL: http://www.itp.phys.ethz.ch/econophysics/R/1.9
Packaged: Sun Jun 13 06:58:51 2004; myself
and the following segment was extracted from the header of src/zzz.R:
# Copyrights (C)
# this R-port:
# by Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
# for the code accessed (or partly included) from other R-ports:
# R: see R's copyright and license file
# for Haug's Option Pricing Formulas:
# Formulas are implemented along the book and the Excel spreadsheets of
# E.G. Haug, "The Complete Guide to Option Pricing"; documentation
# is partly taken from www.derivicom.com which implements
# a C Library based on Haug.
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