Package: armaOptions 1.0.1
armaOptions: ARMA Models to Value Stock Options
Providing ways to estimate the value of European stock options given historical stock price data. It includes functions for calculating option values based on autoregressive–moving-average (ARMA) models and generates information about these models. This package is made to be easy to understand and for financial analysis capabilities.
Authors:
armaOptions_1.0.1.tar.gz
armaOptions_1.0.1.zip(r-4.7)armaOptions_1.0.1.zip(r-4.6)armaOptions_1.0.1.zip(r-4.5)
armaOptions_1.0.1.tgz(r-4.6-any)armaOptions_1.0.1.tgz(r-4.5-any)
armaOptions_1.0.1.tar.gz(r-4.7-any)armaOptions_1.0.1.tar.gz(r-4.6-any)
armaOptions_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
armaOptions/json (API)
NEWS
| # Install 'armaOptions' in R: |
| install.packages('armaOptions', repos = c('https://brian-afk-code.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:113b6bd764. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 122 | ||
| source / vignettes | OK | 162 | ||
| linux-release-x86_64 | OK | 132 | ||
| macos-release-arm64 | OK | 203 | ||
| macos-oldrel-arm64 | OK | 133 | ||
| windows-devel | OK | 73 | ||
| windows-release | OK | 78 | ||
| windows-oldrel | OK | 109 | ||
| wasm-release | OK | 106 |
Exports:CallOptionsOverStrikePricesCallOptionsOverTimeeuropeanCallOptionValueeuropeanPutOptionValuePutOptionsOverStrikePricesPutOptionsOverTime
Dependencies:clicolorspacecpp11farverforecastfracdiffgenericsggplot2gluegtableisobandlabelinglatticelifecyclelmtestmagrittrnlmennetR6RColorBrewerRcppRcppArmadillorlangS7scalestimeDateurcavctrsviridisLitewithrzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Call Option Values for Differently Priced European Call Options | CallOptionsOverStrikePrices |
| Time Sensitivity Analysis for European Call Option | CallOptionsOverTime |
| Estimate European Call Option Value | europeanCallOptionValue |
| Estimate European Put Option Value | europeanPutOptionValue |
| Strike Price Sensitivity Analysis for European Put Option | PutOptionsOverStrikePrices |
| Time Sensitivity Analysis for European Call Option | PutOptionsOverTime |
