CRAN/E | FER

FER

Financial Engineering in R

Installation

About

R implementations of standard financial engineering codes; vanilla option pricing models such as Black-Scholes, Bachelier, CEV, and SABR.

github.com/PyFE/FE-R
Bug report File report

Key Metrics

Version 0.94
R ≥ 3.3.1
Published 2021-03-05 1151 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks FER results

Downloads

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Last 7 days 57 -12%
Last 30 days 204 +6%
Last 90 days 573 -31%
Last 365 days 2.509 -4%

Maintainer

Maintainer

Jaehyuk Choi

pyfe@eml.cc

Authors

Jaehyuk Choi

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

FER archive

Depends

R ≥ 3.3.1

Imports

stats
statmod

Suggests

testthat ≥ 3.0.0