Welcome to Quant-lab project!

A collection of function to valuate options, greeks, volatility, and other parameters used by traders. Vanna-Volga, realized and implied volatility, skewness, and kurtosis, volatility smile scenarios, P&L shape, and other techniques are included.

Version:	1.1
Depends:	fOptions
Published:	2014-11-30
Author:	Oleg Mubarakshin
Maintainer:	Oleg Mubarakshin <oleg.mubarakshin at gmail.com>
License:	GPL-2 \| GPL-3 [expanded from: GPL (≥ 2)]
URL:	http://quant-lab.com/R/

Downloads:

Reference manual:	Currently not available
Package source:	quantlab2_1.0.tar.gz
MacOS X binary:	Currently not available
Windows binary:	quantlab2_1.0.zip

Install:

R install command:

install.packages("quantlab2", repos="http://R-Forge.R-project.org")

The project summary page you can find here.