/FE-R

Financial Engineering functions in R

Primary LanguageRMIT LicenseMIT

FE-R

Financial Engineering functions in R

Contents

  • Black-Scholes option pricing model: price and implied volatility
  • Bachelier option pricing model: price and implied volatility

Installation

Install devtools package in run

library(devtools)
devtools::install_github("PyFE/FE-R", subdir="pkg")