optionstrat: 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 perform graphical analysis of various option strategies. Provides functions to calculate the option premium and option greeks of European-style options.

Version:	1.4.1
Imports:	graphics, stats
Suggests:	knitr, rmarkdown
Published:	2019-12-03
DOI:	10.32614/CRAN.package.optionstrat
Author:	John T. Buynak [aut, cre]
Maintainer:	John T. Buynak <jbuynak94 at gmail.com>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	optionstrat results

Documentation:

Reference manual:	optionstrat.pdf
Vignettes:	optionstrat

Downloads:

Package source:	optionstrat_1.4.1.tar.gz
Windows binaries:	r-devel: optionstrat_1.4.1.zip, r-release: optionstrat_1.4.1.zip, r-oldrel: optionstrat_1.4.1.zip
macOS binaries:	r-release (arm64): optionstrat_1.4.1.tgz, r-oldrel (arm64): optionstrat_1.4.1.tgz, r-release (x86_64): optionstrat_1.4.1.tgz, r-oldrel (x86_64): optionstrat_1.4.1.tgz
Old sources:	optionstrat archive

Linking:

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