{
  "_id": "6aca0226fe5cc25786e8408f",
  "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 <rmcd1024@gmail.com>",
  "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": "2026-10-10 08:30:50 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",
  "_user": "rmcd1024",
  "_type": "src",
  "_file": "derivmkts_0.2.5.1.tar.gz",
  "_fileid": "https://r2.ropensci.org/c43cbb50b3b6cc0d38228d12164e81ce5294c70f5ec210592476334610b7e880",
  "_filesize": 2231741,
  "_sha256": "c43cbb50b3b6cc0d38228d12164e81ce5294c70f5ec210592476334610b7e880",
  "_expires": "2027-01-18T09:15:16.000Z",
  "_created": "2026-10-10T08:30:50.000Z",
  "_published": "2026-10-10T09:15:18.520Z",
  "_buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615",
  "_status": "failure",
  "_host": "GitHub-Actions",
  "_jobs": [
    {
      "job": 114172847746,
      "time": 110,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "11665085877"
    },
    {
      "job": 114172847671,
      "time": 101,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "WARNING",
      "artifact": "11664234049"
    },
    {
      "job": 114172847708,
      "time": 141,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "11665512071"
    },
    {
      "job": 114172847692,
      "time": 166,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "WARNING",
      "artifact": "11664794366"
    },
    {
      "job": 114172268814,
      "time": 194,
      "config": "source",
      "r": "4.6.1",
      "check": "ERROR",
      "artifact": "11664263910"
    },
    {
      "job": 114172847698,
      "time": 95,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "11664911155"
    },
    {
      "job": 114172847705,
      "time": 62,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "11665225717"
    },
    {
      "job": 114172847733,
      "time": 74,
      "config": "windows-oldrel-x86_64",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "11664856100"
    },
    {
      "job": 114172847768,
      "time": 81,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "WARNING",
      "artifact": "11665190783"
    }
  ],
  "_upstream": "https://github.com/rmcd1024/derivmkts",
  "_commit": {
    "id": "41f487cad4b012a26d6801520062adbfc9da4be1",
    "author": "Robert McDonald <rmcd1024@gmail.com>",
    "committer": "Robert McDonald <rmcd1024@gmail.com>",
    "message": "Removed travis\n",
    "time": 1770910747
  },
  "_maintainer": {
    "name": "Robert McDonald",
    "email": "rmcd1024@gmail.com",
    "login": "rmcd1024",
    "description": "Professor of Finance at the Kellogg School of Management, Northwestern University. Author of \"Derivatives Markets\" (Pearson, 2013).",
    "uuid": 8545237
  },
  "_distro": "resolute",
  "_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": 37,
  "_contributors": [
    {
      "user": "rmcd1024",
      "count": 200,
      "uuid": 8545237
    }
  ],
  "_userbio": {
    "uuid": 8545237,
    "type": "user",
    "name": "Robert McDonald",
    "followers": 43,
    "description": "Professor of Finance at the Kellogg School of Management, Northwestern University. Author of \"Derivatives Markets\" (Pearson, 2013)."
  },
  "_downloads": {
    "count": 683,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/derivmkts"
  },
  "_devurl": "https://github.com/rmcd1024/derivmkts",
  "_searchresults": 97,
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/derivmkts.html",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "LICENSE"
  ],
  "_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": 5.55497345833324,
  "_indexed": true,
  "_nocasepkg": "derivmkts",
  "_universes": [
    "rmcd1024"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.2.5.1",
      "date": "2026-10-10T08:32:46.000Z",
      "distro": "resolute",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/83fb7f9aa768e75eb99771c2403a7b64c31b6f6e215e653783187564c0446943",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "0.2.5.1",
      "date": "2026-10-10T08:32:42.000Z",
      "distro": "resolute",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/1897eb1997625a85d4c4c2dd6642bac91aad5c3872c071180f560711b696ba6f",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.2.5.1",
      "date": "2026-10-10T09:14:25.000Z",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/7465edc060a420bc0adf9fafbd63e033e0aec5dafbcc05625532a6dc220ff6e9",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "0.2.5.1",
      "date": "2026-10-10T09:04:53.000Z",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/f51e1ecffbd6540ac631f1d674004b80e6e147e9d0e1d029da38cf4c480c5f55",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.2.5.1",
      "date": "2026-10-10T08:32:45.000Z",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/6253c201b73bb81f27d333d02214e22eb5d1b0fc056d1445886e8fe263020d83",
      "status": "success",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.2.5.1",
      "date": "2026-10-10T08:31:55.000Z",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/a8811e87aacf17241b5379f61fcdec60c87e4db6ab9bfc5072cca06dff48b3ac",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.2.5.1",
      "date": "2026-10-10T08:32:04.000Z",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/ba9b0f03523bb91e8b2d4d0c8fdc9e9eeec53b6aa30c888fa8afc164881cf3c9",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "0.2.5.1",
      "date": "2026-10-10T08:32:11.000Z",
      "commit": "41f487cad4b012a26d6801520062adbfc9da4be1",
      "fileid": "https://r2.ropensci.org/29a0fc8acb4e66173ab47378bcf54660162912d98f3d1029803380a2938ff17a",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/rmcd1024/actions/runs/38037946615"
    }
  ]
}