CRAN

AssetPricing 1.0-0

Optimal pricing of assets with fixed expiry date.

Released Jun 13, 2014 by Rolf Turner

This package can be loaded by Renjin but 2 out 3 tests failed.

Dependencies

deSolve 1.10-8 polynom 1.3-8

Calculates the optimal price of assets (such as airline flight seats, hotel room bookings) whose value becomes zero after a fixed ``expiry date''. Assumes potential customers arrive (possibly in groups) according to a known inhomogeneous Poisson process. Also assumes a known time-varying elasticity of demand (price sensitivity) function. Uses elementary techniques based on ordinary differential equations. Uses the package deSolve to effect the solution of these differential equations.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>AssetPricing</artifactId>
    <version>1.0-0-b229</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:AssetPricing')

Test Results

This package was last tested against Renjin 0.8.2346 on Mar 18, 2017.