Package: GUIDE 1.2.7

GUIDE: GUI for DErivatives in R

A nice GUI for financial DErivatives in R.

Authors:S Subramanian <[email protected]>

GUIDE_1.2.7.tar.gz
GUIDE_1.2.7.zip(r-4.5)GUIDE_1.2.7.zip(r-4.4)GUIDE_1.2.7.zip(r-4.3)
GUIDE_1.2.7.tgz(r-4.4-any)GUIDE_1.2.7.tgz(r-4.3-any)
GUIDE_1.2.7.tar.gz(r-4.5-noble)GUIDE_1.2.7.tar.gz(r-4.4-noble)
GUIDE.pdf |GUIDE.html✨
GUIDE/json (API)

# Install 'GUIDE' in R:
install.packages('GUIDE', repos = c('https://subramanianshub.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

3.30 score 2 stars 5 scripts 296 downloads 117 mentions 65 exports 2 dependencies

Last updated 6 years agofrom:425f506473. Checks:OK: 5 WARNING: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 08 2024
R-4.5-winWARNINGNov 08 2024
R-4.5-linuxWARNINGNov 08 2024
R-4.4-winOKNov 08 2024
R-4.4-macOKNov 08 2024
R-4.3-winOKNov 08 2024
R-4.3-macOKNov 08 2024

Exports:ABMPathsbasicpayoffsbearspreadputsblackscholesbondchangebondconvbonddurbondforwardtreeguibondfuturestreeguibondoptiontreeguibondpricebondtreeguiBrownianPathsbullspreadcallsbutterflycalcgreekscaptreeguicashpricecdswapcurswapvaluedurcoupondurmaturityduryieldeurodollarfloortreeguiforwardcommodityforwardcurrencyforwardstockfrafravaluefuturescommodityfuturescurrencyfuturesstockfvfvannGBMPathsgreekneutralityGUIDEimpvolirswapvalueJDPathsPremium3DpricematuritypriceyieldpvpvalpvannrateratetreeguireversebutterflyreversestraddlereversestranglestockoptiontreeguistockTimeGreeksstraddlestranglestrapstripswaptiontreeguiswaptreeguitrading.menuvar1stockvar2stocksvarbehaviorzval

Dependencies:rpaneltkrplot

A guide to GUIDE

Rendered fromA_guide_to_GUIDE.Rnwusingutils::Sweaveon Nov 08 2024.

Last update: 2018-10-06
Started: 2013-02-25

Readme and manuals

Help Manual

Help pageTopics
The main menu for the GUIDE package.GUIDE-package
Simulate and plot Arithmetic Brownian Motion path(s)ABMPaths
Plot payoffs / profit and loss of European Call/Put.basicpayoffs
Profit & Loss plot of bear spread with puts.bearspreadputs
Calculate the Black scholes formula value of a European Call/Put.blackscholes
Calculate the change in the price of a bond for change in yield based on the duration or duration and convexity approximtion.bondchange
Calculate the convexity of a bond.bondconv
Calculate the duration of a bond.bonddur
Plot a Bond Forward Treebondforwardtreegui
Plot a Bond Futures Treebondfuturestreegui
Plot a Bond Option Treebondoptiontreegui
Calculate the price of a bond.bondprice
Plot a Bond Treebondtreegui
Simulate and plot Brownian Motion path(s)BrownianPaths
Profit & Loss plot of bull spread with calls.bullspreadcalls
Profit & Loss plot of butterfly.butterfly
Calculate the greeks for a European Call/Put.calcgreeks
Plot a Cap Treecaptreegui
Calculate the Cash price of a T Bond Futurescashprice
Calculate the spread in a credit default swap.cdswap
Calculate the value of a fixed-fixed currency swap.curswapvalue
Plot the relationship between duration and coupon rate of a bond.durcoupon
Plot the relationship between duration and maturity of a bond.durmaturity
Plot the relationship between duration and yield of a bond.duryield
Calculate the value of a eurodollar futures contract price from the CME IMM Quote.eurodollar
Plot a Floor Treefloortreegui
Calculate the forward value of a commodity.forwardcommodity
Calculate the forward value of a currency.forwardcurrency
Calculate the forward value of a stock.forwardstock
Calculate the forward rate.fra
Calculate the value of a forward rate agreement.fravalue
Calculate the value of a commodity futures.futurescommodity
Calculate the value of a currency futures.futurescurrency
Calculate the value of a stock futures.futuresstock
Calculate the future value of an amount.fv
Calculate the future value of an annuity.fvann
Simulate and plot Geometric Brownian Motion path(s)GBMPaths
Calculate the hedge positions for achieving greek(s) neutrality for European Call/Put.greekneutrality
The main menu for the GUIDE package.GUIDE
Calculate the Black scholes implied volatility of a European Call/Put.impvol
Calculate the value of an interest rate swap.irswapvalue
Simulate and plot Jump Diffusion path(s)JDPaths
Option premium as a function of stock price/strike and time.Premium3D
Plot the relationship between price and maturity of a bond.pricematurity
Plot the relationship between price and yield of a bond.priceyield
Calculate the Present value of an amount.pv
Calculate the cumulative probability corresponding to a given a z value from a normal distribution.pval
Calculate the Present value of an annuity.pvann
Calculate rate in the desired frequency.rate
Plot a interest rate treeratetreegui
Profit & Loss plot of reverse butterfly.reversebutterfly
Profit & Loss plot of reverse straddle.reversestraddle
Profit & Loss plot of reverse strangle.reversestrangle
Plot a stock option Treestockoptiontreegui
Plot of option greeks for a European Call/Put as a function of stock price and time.stockTimeGreeks
Profit & Loss plot of straddle.straddle
Profit & Loss plot of strangle.strangle
Profit & Loss plot of strap.strap
Profit & Loss plot of strip.strip
Plot a Swaption Treeswaptiontreegui
Plot a swap Treeswaptreegui
A menu for Option trading strategies.trading.menu
Calculate the value at risk of a single stock.var1stock
Calculate the value at risk of two stocks.var2stocks
Plot the behavior of value at risk as a function of its determinants.varbehavior
Calculate the cumulative probability corresponding to a given a z value from a normal distribution.zval