PyFE / FE-R

Financial Engineering in R

FE-R

Financial Engineering functions in R

R Package

• https://cran.r-project.org/package=FER

Contents

• Black-Scholes option pricing model: price and implied volatility
• Bachelier option pricing model: price and implied volatility

Installation

Install devtools package in run

library(devtools)
devtools::install_github("PyFE/FE-R", subdir="pkg")