Package: convertbonds 0.1.0

convertbonds: Use the Given Parameters to Calculate the European Option Value

Calculate the theoretical value of convertible bonds by given parameters, including B-S theory and Monte Carlo method.

Authors:Tai-Sen Zheng [aut, cre], Fischer Black [aut], Myron Scholes [aut], Robert C. Merton [aut], John von Neumann [aut], Stanislaw Ulam [aut], Nicholas Constantine Metropolis [aut]

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convertbonds.pdf |convertbonds.html✨
convertbonds/json (API)

# Install 'convertbonds' in R:
install.packages('convertbonds', repos = c('https://aughunter.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/aughunter/convertbonds/issues

On CRAN:

2.70 score 1 stars 226 downloads 3 exports 0 dependencies

Last updated 2 years agofrom:160b33405b. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 09 2024
R-4.5-winNOTENov 09 2024
R-4.5-linuxNOTENov 09 2024
R-4.4-winNOTENov 09 2024
R-4.4-macNOTENov 09 2024
R-4.3-winNOTENov 09 2024
R-4.3-macNOTENov 09 2024

Exports:black_schilesmonte_carlooption_value

Dependencies: