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# CITATION.cff file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "CustomDerivative" in publications use:'
type: software
license: MIT
title: 'CustomDerivative: Extensible Derivative Pricing and Risk Analytics'
version: 0.2.0
doi: 10.32614/CRAN.package.CustomDerivative
abstract: 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.
authors:
- family-names: Jha
  given-names: Amit Kumar
  email: jha.8@iitj.ac.in
repository: https://aim-it4.r-universe.dev
repository-code: https://github.com/AIM-IT4/CustomDerivative
commit: 06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90
url: https://github.com/AIM-IT4/CustomDerivative
date-released: '2026-07-28'
contact:
- family-names: Jha
  given-names: Amit Kumar
  email: jha.8@iitj.ac.in