fOptions: Basics of Option Valuation

Environment for teaching "Financial Engineering and Computational Finance"

Version: 3010.83
Depends: methods, timeDate, timeSeries, fBasics
Suggests: RUnit, tcltk
Published: 2013-06-24
Author: Diethelm Wuertz and many others, see the SOURCE file
Maintainer: Yohan Chalabi <yohan.chalabi at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: ChangeLog
In views: Finance
CRAN checks: fOptions results


Reference manual: fOptions.pdf
Package source: fOptions_3010.83.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: fOptions_3010.83.tgz, r-oldrel: fOptions_3010.83.tgz
OS X Mavericks binaries: r-release: fOptions_3010.83.tgz
Old sources: fOptions archive

Reverse dependencies:

Reverse depends: fAsianOptions, fCertificates, fExoticOptions
Reverse suggests: ESGtoolkit