derivmkts
Functions and R Code to Accompany Derivatives Markets
Description
A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.
Downloads
467
Last 30 days
8971st
1.5K
Last 90 days
7.6K
Last year
Trend: -4.7% (30d vs prior 30d)
0
Last 30 days
23
Last 90 days
116
Last year
Trend: -100% (30d vs prior 30d)
5
Last 7 days
16
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
5
Last 30 days
17
Last 90 days
28
Last year
Trend: -28.6% (30d vs prior 30d)
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 30, 2026
re-building of vignette outputs
Error(s) in re-building vignettes: --- re-building 'derivmkts-vignette.Rmd' using rmarkdown ! Package pdftex.def Error: File `ece798b39fed237b9c3e58f5523045f654f5871c.pdf' not found: using draft setting. Error: processing vignette 'derivmkts-vignet ...[truncated]... /#debugging for debugging tips. See derivmkts-vignette.log for more info. --- failed re-building 'derivmkts-vignette.Rmd' SUMMARY: processing the following file failed: 'derivmkts-vignette.Rmd' Error: Vignette re-building failed. Execution halted
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
Code & tests
Open call graph →Line coverage
–
Expression
–
Tests / Examples
–
Functions
108 80 exported
Complexity
1.9 avg / 16 max
Call network
108 nodes / 144 edges
Test coverage has not been measured for this package yet; nodes fall back to a neutral fill.
Lowest coverage
Per-function coverage is not measured for this package yet.
Code
Structure
Lines of code
8,309
Files
58
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
78
Internal functions
28
Recent export changes
Testing & CI
Has tests
Yes
Test-to-code ratio
0.24
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
93.3%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
Yes
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
0%
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
3.0.0
System requirements
–
C++ standard
–
License
MIT + file LICENSE
License flags
SPDX valid, OSI approved
History
Versions
8
First release
2016-05-08
Latest release
2026-02-10
Avg cadence
352 days
Cold removal rate
–
Dep drift
3
LOC over versions
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.