AIM-IT4 / CustomDerivative

CustomDerivative

A versatile R package for creating and pricing custom derivatives.

Installation

You can install the CustomDerivative package from GitHub using the following command:

devtools::install_github("YourGitHubUsername/CustomDerivative")

Usage

Load the package and create a new derivative:

library(CustomDerivative)

derivative <- CustomDerivative$new(100, 100, 1, 0.2, 0.05, function(x) max(x - 100, 0))
price <- derivative$price()

License

This project is licensed under the MIT License.

Authors

• Amit Kumar Jha - Initial work - AIM-IT4