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Added the Greeks
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@grfiv grfiv released this 03 Feb 23:30
· 35 commits to master since this release
0.0.0.9002
50c0292

Third Development Release 0.0.0.9002

  • Added Greeks
  • DeltaCall / DeltaPut
  • ThetaCall / ThetaPut
  • OptionGamma
  • Vega
  • RhoCall / RhoPut
  • Added Utilities
  • IntrinsicValueCall / IntrinsicValuePut
  • InTheMoneyCall / InTheMoneyPut
  • Added examples to ustreasuries.R
  • Updated black-scholes-merton vignette
  • Updated GitHub Wiki
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