<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Option Strategies and Valuation</dc:title>
  <dc:title>R package roptions version 1.0.3</dc:title>
  <dc:description>Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Merten option pricing model and calculate the option Greeks. Hull, John C. "Options, Futures, and Other Derivatives" (1997, ISBN:0-13-601589-1). Fischer Black, Myron Scholes (1973) "The Pricing of Options and Corporate Liabilities" &lt;doi:10.1086/260062&gt;. </dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 2.10)</dc:relation>
  <dc:relation>Imports: purrr, ggplot2, plotly, stats</dc:relation>
  <dc:creator>Anurag Agrawal &lt;agrawalanurag1999@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Anurag Agrawal [aut, cre] (ORCID:
    &lt;https://orcid.org/0000-0003-2272-8273&gt;)</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2020-05-11</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=roptions</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.roptions</dc:identifier>
</oai_dc:dc>
