R: Pricing of Vanilla and Exotic Option Contracts

# Pricing of Vanilla and Exotic Option Contracts

## Documentation for package ‘QFRM’ version 1.0.1

- DESCRIPTION file
- Package README

## Help Pages

as.OptPos | Coerce an argument to 'OptPos' class.
AsianBS | Asian option valuation via Black-Scholes (BS) model
AsianMC | Asian option valuation with Monte Carlo (MC) simulation.
AverageStrikeMC | Average Strike option valuation via Monte Carlo (MC) simulation
BarrierBS | Barrier option pricing via Black-Scholes (BS) model
BarrierLT | Barrrier option valuation via lattice tree (LT)
BarrierMC | Barrier option valuation via Monte Carlo (MC) simulation.
BinaryBS | Binary option valuation with Black-Scholes (BS) model
BinaryMC | Binary option valuation via Monte-Carlo (via) simulation.
Binary_BOPM | Binary option valuation vialattice tree (LT) implementation
BOPM | Binomial option pricing model
BOPM_Eu | European option valuation (vectorized computation).
BS | Black-Scholes (BS) pricing model
BS_Simple | Black-Scholes formula
ChooserBS | Chooser option valuation via Black-Scholes (BS) model
ChooserLT | Chooser option valuation via Lattice Tree (LT) Model
ChooserMC | Chooser option valuation via Monte Carlo (MC) simulations
CompoundBS | Compound option valuation with Black-Scholes (BS) model
CompoundLT | Compound option valuation via lattice tree (LT) model
DeferredPaymentLT | DeferredPaymentLT
ForeignEquityBS | ForeignEquity option valuation via Black-Scholes (BS) model
ForwardStartBS | ForwardStart option valuation via Black-Scholes (BS) model
ForwardStartMC | Forward Start option valuation via Monte-Carlo (MC) simulation
GapBS | Gap option valuation via Black-Scholes (BS) model
GapLT | Gap option valuation via lattice tree (LT) model
GapMC | Gap option valuation via Monte Carlo (MC) simulation
HolderExtendibleBS | Holder Extendible option valuation via Black-Scholes (BS) model
is.Opt | Is an object 'Opt'?
is.OptPos | Is an object 'OptPos'?
is.OptPx | Is an object 'OptPx'?
LadderMC | Ladder option valuation via Monte Carlo (MC) simulation.
LookbackBS | Lookback option valuation with Black-Scholes (BS) model
LookbackMC | Lookback option valuation via Monte Carlo (MC) simulation
Opt | 'Opt' object constructor
OptPos | 'OptPos' object constructor
OptPx | 'OptPx' object constructor
pbnorm | Bivariate Standard Normal CDF
PerpetualBS | Perpetual option valuation via Black-Scholes (BS) model
Profit | Computes payout/profit values
QuotientBS | Quotient option valuation via Black-Scholes (BS) model
QuotientMC | Quotient option valuation via Monte Carlo (MC) model
RainbowBS | Rainbow option valuation via Black-Scholes (BS) model
ShoutFD | Shout option valuation via finite differences (FD) method
ShoutLT | Shout option valuation via lattice tree (LT)
ShoutLTVectorized | Shout option valuation via lattice tree (LT)
ShoutMC | Shout option valuation via Monte Carlo (MC) simulations.
VarianceSwapBS | Variance Swap valuation via Black-Scholes (BS) model
VarianceSwapMC | VarianceSwap option valuation via Monte Carlo (MC) simulation.