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derivmkts

Functions and R Code to Accompany Derivatives Markets

v0.2.5.1 · Feb 10, 2026 · MIT + file LICENSE
CRAN GitHub Mirror

Description

A set of pricing and expository functions that should be useful in teaching a course on financial derivatives.

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CRAN Check Status

1 ERROR
13 OK
Show all 14 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-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 ERROR
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 details (1 non-OK)
ERROR r-oldrel-windows-x86_64

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-vignette.Rmd' failed with diagnostics:
LaTeX failed to compile D:/RCompile/CRANpkg/local/4.4/derivmkts.Rcheck/vign_test/derivmkts/vignettes/derivmkts-vignette.tex. See https://yihui.org/tinytex/r/#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

Check History

ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 30, 2026
ERROR r-oldrel-windows-x86_64

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

Dependency Network

Dependencies Reverse dependencies mnormt derivmkts

Version History

new 0.2.5.1 Mar 10, 2026
updated 0.2.5.1 ← 0.2.5 diff Feb 9, 2026
updated 0.2.5 ← 0.2.4 diff Apr 10, 2022
updated 0.2.4 ← 0.2.3 diff Jun 5, 2019
updated 0.2.3 ← 0.2.2.1 diff Jun 18, 2018
updated 0.2.2.1 ← 0.2.2 diff Apr 4, 2018
updated 0.2.2 ← 0.2.1 diff Sep 4, 2016
updated 0.2.1 ← 0.2.0 diff Jun 26, 2016
new 0.2.0 May 7, 2016