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.


Reference manual

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1.1.0 by John T. Buynak, 2 months ago

Browse source code at https://github.com/cran/optionstrat

Authors: John T. Buynak [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports graphics, stats

Suggests knitr, rmarkdown

Depended on by visualR.

See at CRAN