convertbonds

0.1.0

Use the Given Parameters to Calculate the European Option Value

0packages depend

2.2Kdownloads / year

–test coverage

12/13checks pass

Overview

About

Maintained by Tai-Sen ZhengFirst published 2023-04-241 releasesCRAN page ↗

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

Install

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

install.packages("convertbonds", 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-convertbonds

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-convertbonds

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-convertbonds

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

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 44 s · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 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: not tracked
Return-value docs: not tracked
References docs: 0%

Downloads

2.2K

CRAN downloads in the past year

Rank #23,408 · ~6/day · ~180/mo

Releases R versions

Daily download trend is not available in this view yet.

9330 days

42390 days

2.2K1 year

Compare downloads with other packages →

Also on118 r2u1 autocran

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (1)

stats

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 (7)

Maintainer (1)

Tai-Sen Zheng

Author, Maintainer

Authors (7)

Tai-Sen Zheng

Author, Maintainer

Fischer Black

Author

Robert C. Merton

Author

Nicholas Constantine Metropolis

Author

Myron Scholes

Author

Stanislaw Ulam

Author

John von Neumann

Author

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.0Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2023-04-24
Total releases: 1 / 3 yrs
License: GPL-2 OSI
Download size: 3.2 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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