R Observatory: Metrics for OptionPricing version 0.1.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

OptionPricing

0.1.2

Option Pricing with Efficient Simulation Algorithms

0packages depend

3.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Wolfgang HormannFirst published 2014-11-083 releasesCRAN page ↗

Efficient Monte Carlo Algorithms for the price and the sensitivities of Asian and European Options under Geometric Brownian Motion.

Install

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

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

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

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-optionpricing

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-OptionPricing

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-OptionPricing

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

Health

CRAN checks

13OK

Slowest check: 1.0 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

0

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
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 82%
Return-value docs: 100%
References docs: 50%

Downloads

3.6K

CRAN downloads in the past year

Rank #16,075 · ~10/day · ~296/mo

Releases R versions

Daily download trend is not available in this view yet.

16230 days

67790 days

3.6K1 year

Compare downloads with other packages →

Also on120 r2u24 autocran96 c2d4u

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (0)

none

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Wolfgang Hormann

Author, Maintainer

Authors (2)

Wolfgang Hormann

Author, Maintainer

Kemal Dingec

Author

Package Timeline

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

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
0.1.2Latest
2023-09-16 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
0.1.1
2022-04-15 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
0.1
2014-11-08
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-11-08
Total releases: 3 / 12 yrs
License: GPL-2 | GPL-3 OSI
Download size: 13 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("OptionPricing")

Format

Hormann, W., & Dingec, K. (2023). OptionPricing: Option Pricing with Efficient Simulation Algorithms (Version 0.1.2) [Computer software]. https://doi.org/10.32614/CRAN.package.OptionPricing

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 OptionPricing version 0.1.2 [Data set]. HJJB, LLC. Data release v2026-08-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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