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lines changed Original file line number Diff line number Diff line change @@ -16,7 +16,6 @@ LazyData: true
1616RoxygenNote: 7.1.1
1717Imports:
1818 stats,
19- statmod,
20- devtools
19+ statmod
2120Suggests:
2221 testthat (>= 3.0.0)
Original file line number Diff line number Diff line change 1- # FE-R
2- Financial Engineering functions in R
1+ # FER
2+ Financial Engineering in R
33
44## Contents
5- * Black-Scholes option pricing model: price and implied volatility
6- * Bachelier option pricing model: price and implied volatility
7-
8- ## Installation
9- Install ` devtools ` package in run
10- ``` R
11- library(devtools )
12- devtools :: install_github(" PyFE/FE-R" , subdir = " pkg" )
13- ```
5+ * Black-Scholes model: option price and implied volatility
6+ * Bachelier model: option price and implied volatility
7+ * Constant-Elasticity-of-Variance (CEV) model: option price
8+ * Stochastic-Alpha-Beta-Rho (SABR) model: equivalent BS volatility and price
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