Package: CustomDerivative
Type: Package
Title: Extensible Derivative Pricing and Risk Analytics
Version: 0.2.0
Authors@R: c(
    person("Amit Kumar", "Jha", role = c("aut", "cre", "cph"),
           email = "jha.8@iitj.ac.in")
    )
Description: Tools for pricing and analysing financial derivatives
        under the classical lognormal diffusion model and geometric
        Brownian motion assumptions. The package provides analytical
        European option prices, Monte Carlo pricing with antithetic and
        control variates, confidence intervals, finite-difference
        Greeks, and path simulation for path-dependent payoffs. The
        simulation interfaces accept user-defined payoff functions,
        enabling transparent construction of custom contracts while
        reporting numerical uncertainty.
License: MIT + file LICENSE
URL: https://github.com/AIM-IT4/CustomDerivative
BugReports: https://github.com/AIM-IT4/CustomDerivative/issues
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Depends: R (>= 4.1.0)
Imports: R6, stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Repository: https://aim-it4.r-universe.dev
Date/Publication: 2026-07-28 03:19:50 UTC
RemoteUrl: https://github.com/aim-it4/customderivative
RemoteRef: HEAD
RemoteSha: 06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90
NeedsCompilation: no
Packaged: 2026-09-26 06:34:40 UTC; root
Author: Amit Kumar Jha [aut, cre, cph]
Maintainer: Amit Kumar Jha <jha.8@iitj.ac.in>