R: Financial Engineering in R

# Financial Engineering in R

## Documentation for package ‘FER’ version 0.94

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

BachelierImpvol | Calculate Bachelier model implied volatility
BachelierPrice | Calculate Bachelier model option price
BlackScholesImpvol | Calculate Black-Scholes implied volatility
BlackScholesPrice | Calculate Black-Scholes option price
CevMassZero | Calculate the mass at zero under the CEV model
CevPrice | Calculate the constant elasticity of variance (CEV) model option price
Nsvh1Choi2019 | Calculate the option price under the NSVh model with lambda=1 (Choi et al. 2019)
SabrHagan2002 | Calculate the equivalent BS volatility (Hagan et al. 2002) for the Stochatic-Alpha-Beta-Rho (SABR) model
SpreadBachelier | Spread option under the Bachelier model
SpreadBjerksund2014 | Spread option pricing method by Bjerksund & Stensland (2014)
SpreadKirk | Kirk's approximation for spread option
SwitchMargrabe | Margrabe's formula for exhange option price