{ "_id": "6a10270aacfb0bcc41c8fde2", "Package": "derivmkts", "Title": "Functions and R Code to Accompany Derivatives Markets", "Version": "0.2.5.1", "Author": "Robert McDonald [aut, cre, cph]", "Authors@R": "c(person(\"Robert\", \"McDonald\", email = \"rmcd1024@gmail.com\",\nrole = c(\"aut\", \"cre\", \"cph\")))", "Maintainer": "Robert McDonald ", "Description": "A set of pricing and expository functions that should be\nuseful in teaching a course on financial derivatives.", "License": "MIT + file LICENSE", "VignetteBuilder": "knitr, rmarkdown, ggplot2, dplyr, tidyr, bookdown", "Encoding": "UTF-8", "URL": "https://github.com/rmcd1024/derivmkts", "RoxygenNote": "7.3.3", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-13 08:46:06 UTC", "User": "root" }, "Repository": "https://rmcd1024.r-universe.dev", "Date/Publication": "2026-02-12 15:39:07 UTC", "RemoteUrl": "https://github.com/rmcd1024/derivmkts", "RemoteRef": "HEAD", "RemoteSha": "41f487cad4b012a26d6801520062adbfc9da4be1", "MD5sum": "657acee08fbf5d2ff830c082381734cb", "_user": "rmcd1024", "_type": "src", "_file": "derivmkts_0.2.5.1.tar.gz", "_fileid": "d20abfdaceb382b64999b4cb9144b28286f77d7b8f940a027be58aaac5f937dc", "_filesize": 2234022, "_sha256": "d20abfdaceb382b64999b4cb9144b28286f77d7b8f940a027be58aaac5f937dc", "_created": "2026-05-13T08:46:06.000Z", "_published": "2026-05-22T09:51:06.016Z", "_distro": "noble", "_jobs": [ { "job": 77356204077, "time": 181, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "WARNING", "artifact": "6965577633" }, { "job": 77356197772, "time": 140, "config": "linux-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "6965566910" }, { "job": 77356195881, "time": 191, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "WARNING", "artifact": "6965568413" }, { "job": 77356182322, "time": 207, "config": "macos-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "6965571371" }, { "job": 77356194930, "time": 166, "config": "source", "r": "4.6.0", "check": "ERROR", "artifact": "6965519476" }, { "job": 77356181546, "time": 102, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7157677921" }, { "job": 77356207557, "time": 120, "config": "windows-devel", "r": "4.7.0", "check": "WARNING", "artifact": "6965558939" }, { "job": 77356182396, "time": 80, "config": "windows-oldrel", "r": "4.5.3", "check": "WARNING", "artifact": "6965545382" }, { "job": 77356182045, "time": 77, "config": "windows-release", "r": "4.6.0", "check": "WARNING", "artifact": "6965544325" } ], "_buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786", "_status": "failure", "_host": "GitHub-Actions", "_upstream": "https://github.com/rmcd1024/derivmkts", "_commit": { "id": "41f487cad4b012a26d6801520062adbfc9da4be1", "author": "Robert McDonald ", "committer": "Robert McDonald ", "message": "Removed travis\n", "time": 1770910747 }, "_maintainer": { "name": "Robert McDonald", "email": "rmcd1024@gmail.com", "login": "rmcd1024", "uuid": 8545237 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.0.0", "role": "Depends" }, { "package": "graphics", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "mnormt", "role": "Imports" }, { "package": "markdown", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "dplyr", "role": "Suggests" }, { "package": "tidyr", "role": "Suggests" }, { "package": "pander", "role": "Suggests" }, { "package": "bookdown", "role": "Suggests" }, { "package": "kableExtra", "role": "Suggests" }, { "package": "formatR", "role": "Suggests" } ], "_owner": "rmcd1024", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-03", "n": 5 }, { "week": "2026-07", "n": 7 } ], "_tags": [], "_stars": 36, "_contributors": [ { "user": "rmcd1024", "count": 200, "uuid": 8545237 } ], "_userbio": { "uuid": 8545237, "type": "user", "name": "Robert McDonald", "description": "Professor of Finance at the Kellogg School of Management, Northwestern University. Author of \"Derivatives Markets\" (Pearson, 2013)." }, "_downloads": { "count": 562, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/derivmkts" }, "_devurl": "https://github.com/rmcd1024/derivmkts", "_searchresults": 88, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/derivmkts.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/rmcd1024/derivmkts", "_realowner": "rmcd1024", "_cranurl": true, "_releases": [ { "version": "0.2.0", "date": "2016-05-08" }, { "version": "0.2.1", "date": "2016-06-27" }, { "version": "0.2.2", "date": "2016-09-04" }, { "version": "0.2.2.1", "date": "2018-04-05" }, { "version": "0.2.3", "date": "2018-06-19" }, { "version": "0.2.4", "date": "2019-06-06" }, { "version": "0.2.5", "date": "2022-04-11" }, { "version": "0.2.5.1", "date": "2026-02-16" } ], "_exports": [ "arithasianmc", "arithavgpricecv", "assetcall", "assetdicall", "assetdiput", "assetdocall", "assetdoput", "assetjump", "assetput", "assetuicall", "assetuiput", "assetuocall", "assetuoput", "binomopt", "binomplot", "binormsdist", "bondpv", "bondyield", "bscall", "bscallimps", "bscallimpvol", "bsopt", "bsput", "bsputimps", "bsputimpvol", "calldownin", "calldownout", "calloncall", "callonput", "callperpetual", "callupin", "callupout", "cashcall", "cashdicall", "cashdiput", "cashdocall", "cashdoput", "cashjump", "cashput", "cashuicall", "cashuiput", "cashuocall", "cashuoput", "convexity", "dicall", "diput", "docall", "doput", "dr", "drdeferred", "duration", "geomasianmc", "geomavgprice", "geomavgpricecall", "geomavgpriceput", "geomavgstrike", "geomavgstrikecall", "geomavgstrikeput", "greeks", "greeks2", "mertonjump", "optionsoncall", "optionsonput", "putdownin", "putdownout", "putoncall", "putonput", "putperpetual", "putupin", "putupout", "quincunx", "simprice", "uicall", "uiput", "uocall", "uoput", "ur", "urdeferred" ], "_help": [ { "page": "arithasianmc", "title": "Asian Monte Carlo option pricing", "concept": [ "Asian" ], "topics": [ "arithasianmc" ] }, { "page": "arithavgpricecv", "title": "Control variate asian call price", "concept": [ "Asian" ], "topics": [ "arithavgpricecv" ] }, { "page": "asiangeomavg", "title": "Geometric average asian options", "concept": [ "Asian" ], "topics": [ "asiangeomavg", "geomavgprice", "geomavgpricecall", "geomavgpriceput", "geomavgstrike", "geomavgstrikecall", "geomavgstrikeput" ] }, { "page": "barriers", "title": "Barrier option pricing", "concept": [ "Barriers" ], "topics": [ "assetdicall", "assetdiput", "assetdocall", "assetdoput", "assetuicall", "assetuiput", "assetuocall", "assetuoput", "barriers", "calldownin", "calldownout", "callupin", "callupout", "cashdicall", "cashdiput", "cashdocall", "cashdoput", "cashuicall", "cashuiput", "cashuocall", "cashuoput", "dicall", "diput", "docall", "doput", "dr", "drdeferred", "putdownin", "putdownout", "putupin", "putupout", "uicall", "uiput", "uocall", "uoput", "ur", "urdeferred" ] }, { "page": "binom", "title": "Binomial option pricing", "topics": [ "binom", "binomial", "binomopt", "binomplot" ] }, { "page": "blksch", "title": "Black-Scholes option pricing", "topics": [ "assetcall", "assetput", "blksch", "bscall", "bsput", "cashcall", "cashput" ] }, { "page": "bondsimple", "title": "Simple Bond Functions", "topics": [ "bondpv", "bondsimple", "bondyield", "convexity", "duration" ] }, { "page": "compound", "title": "Compound options", "topics": [ "binormsdist", "calloncall", "callonput", "compound", "optionsoncall", "optionsonput", "putoncall", "putonput" ] }, { "page": "geomasianmc", "title": "Geometric Asian option prices computed by Monte Carlo", "concept": [ "Asian" ], "topics": [ "geomasianmc" ] }, { "page": "greeks", "title": "Calculate option Greeks", "topics": [ "bsopt", "greeks", "greeks2" ] }, { "page": "implied", "title": "Black-Scholes implied volatility and price", "topics": [ "bscallimps", "bscallimpvol", "bsputimps", "bsputimpvol", "implied" ] }, { "page": "jumps", "title": "Option pricing with jumps", "topics": [ "assetjump", "cashjump", "jumps", "mertonjump" ] }, { "page": "perpetual", "title": "Perpetual American options", "topics": [ "callperpetual", "perpetual", "putperpetual" ] }, { "page": "quincunx", "title": "Quincunx simulation", "topics": [ "quincunx" ] }, { "page": "simprice", "title": "Simulate asset prices", "topics": [ "simprice" ] } ], "_readme": "https://github.com/rmcd1024/derivmkts/raw/HEAD/README.md", "_rundeps": [ "mnormt" ], "_score": 5.500785172917456, "_indexed": true, "_nocasepkg": "derivmkts", "_universes": [ "rmcd1024" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.2.5.1", "date": "2026-05-13T08:49:09.000Z", "distro": "noble", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "13bf549ef75a401a0a633c58cdb133bd4f885ef5c38725cc024acf29ab20661f", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.6.0", "os": "linux", "version": "0.2.5.1", "date": "2026-05-13T08:48:38.000Z", "distro": "noble", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "e72ab721818249a8c4f20f517d07dddfa1ac28aba9e515b81509daf9aafbfa12", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.5.3", "os": "mac", "version": "0.2.5.1", "date": "2026-05-13T08:48:43.000Z", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "05e55305c8b20e55f94eea13af95d56cc386154a1098e52a4af70e03ffe74423", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.6.0", "os": "mac", "version": "0.2.5.1", "date": "2026-05-13T08:48:47.000Z", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "e9aba296cd7ce052871e63b44837981a7aec92fadff49f1551131fb568d7cd11", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.7.0", "os": "win", "version": "0.2.5.1", "date": "2026-05-13T08:48:06.000Z", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "a4bb89ed366407bae67d275551c254c6adba56c5f7a461e7dcbe3cefdc7c5233", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.5.3", "os": "win", "version": "0.2.5.1", "date": "2026-05-13T08:47:26.000Z", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "7792bbe8148be57463198cb3f219e99a03bac15088f8b175c3c23990047f60f6", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.6.0", "os": "win", "version": "0.2.5.1", "date": "2026-05-13T08:47:21.000Z", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "d7e259bbba4e90d991fc865dc6767297c45e322d73d5bead0e66f223420ba983", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" }, { "r": "4.6.0", "os": "wasm", "version": "0.2.5.1", "date": "2026-05-22T09:50:52.000Z", "commit": "41f487cad4b012a26d6801520062adbfc9da4be1", "fileid": "11d60a9d00c5b982cc359780ab771ff81ea7caf89e9af4e4d43b3365022b41bb", "status": "success", "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/25788321786" } ] }