CRAN

derivmkts 0.2.4

Functions and R Code to Accompany Derivatives Markets

Released Jun 6, 2019 by Robert McDonald

This package is available for Renjin and there are no known compatibility issues.

Dependencies

mnormt 1.5-5

A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.

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>derivmkts</artifactId>
    <version>0.2.4-b1</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:derivmkts')

Test Results

This package was last tested against Renjin 0.9.2726 on Jul 13, 2019.

Source

R

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Release History