
quant-lab.r-forge.r-project.org
quant-labWelcome to Quant-lab project! A collection of function to valuate options, greeks, volatility, and other parameters used by traders. Vanna-Volga, realized and implied volatility, skewness, and kurtosis, volatility smile scenarios, P&L shape, and other techniques are included. Oleg Mubarakshin oleg.mubarakshin at gmail.com. Expanded from: GPL ( 2)]. Quantlab2 1.0.tar.gz. Quantlab2 1.0.zip. Install.packages("quantlab2", repos="http:/ R-Forge.R-project.org"). The project summary page. You can find here.
http://quant-lab.r-forge.r-project.org/