R Observatory: Metrics for CustomDerivative version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

CustomDerivative

0.2.0

Extensible Derivative Pricing and Risk Analytics

0packages depend

2.2Kdownloads / year

72.2%test coverage

13/13checks pass

Overview

About

Maintained by Amit Kumar JhaFirst published 2023-09-293 releasesCRAN page ↗GitHub ↗

Tools for pricing and analysing financial derivatives under the classical lognormal diffusion model and geometric Brownian motion assumptions. The package provides analytical European option prices, Monte Carlo pricing with antithetic and control variates, confidence intervals, finite-difference Greeks, and path simulation for path-dependent payoffs. The simulation interfaces accept user-defined payoff functions, enabling transparent construction of custom contracts while reporting numerical uncertainty.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("CustomDerivative", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("AIM-IT4/CustomDerivative")

Development version from AIM-IT4/CustomDerivative. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-customderivative

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-CustomDerivative

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-CustomDerivative

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 51 s · r-oldrel-macos-x86_64

Code health

Yes

Tests · ratio 0.18

72.2%

Coverage · measured lines

100%

Documentation · exports

2

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-16
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-07-15
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 205 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: not tracked
Documented parameters: 100%
Return-value docs: 89%
References docs: 0%

Downloads

2.2K

CRAN downloads in the past year

Rank #14,193 · ~6/day · ~184/mo

Releases R versions

Daily download trend is not available in this view yet.

30330 days

72490 days

2.2K1 year

Compare downloads with other packages →

Also on111 r2u9 autocran

Repository

GitHub ↗ aim-it4/customderivative

2Stars

1Forks

0Open issues

0Open PRs

1Releases

39Commits

1Contributors

39 commits · Last activity 2026-07-28

Repository practices

Upstream repositoryBeta

3 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/aim-it4/customderivative on 2026-08-16.

Continuous integration (1)

GitHub Actions

CRAN release process (1)

cran-comments.md

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.1.0

Imports (2)

R6stats

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)

Maintainer (1)

Amit Kumar Jha

Author, Maintainer, Copyright holder

Authors (1)

Amit Kumar Jha

Author, Maintainer, Copyright holder

Copyright holders (1)

Amit Kumar Jha

Author, Maintainer, Copyright holder

Package Timeline

3 releases. Pick two to compare their code metrics. R releases are shown for context.

0.2.0Latest
2026-07-28 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.1.1
2023-10-01 · diff ↗
0.1.0
2023-09-29
R
R 4.3.0 released · 2023-04-21

Package metadata

First published: 2023-09-29
Total releases: 3 / 3 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Download size: 10 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("CustomDerivative")

Format

Jha, A. K. (2026). CustomDerivative: Extensible Derivative Pricing and Risk Analytics (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.CustomDerivative

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for CustomDerivative version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-16. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-16, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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