{
  "_id": "6ab7687c99f7aa8c6aa303c7",
  "Package": "CustomDerivative",
  "Type": "Package",
  "Title": "Extensible Derivative Pricing and Risk Analytics",
  "Version": "0.2.0",
  "Authors@R": "c(\nperson(\"Amit Kumar\", \"Jha\", role = c(\"aut\", \"cre\", \"cph\"),\nemail = \"jha.8@iitj.ac.in\")\n)",
  "Description": "Tools for pricing and analysing financial derivatives\nunder the classical lognormal diffusion model and geometric\nBrownian motion assumptions. The package provides analytical\nEuropean option prices, Monte Carlo pricing with antithetic and\ncontrol variates, confidence intervals, finite-difference\nGreeks, and path simulation for path-dependent payoffs. The\nsimulation interfaces accept user-defined payoff functions,\nenabling transparent construction of custom contracts while\nreporting 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",
  "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": {
    "Date": "2026-09-26 06:34:40 UTC",
    "User": "root"
  },
  "Author": "Amit Kumar Jha [aut, cre, cph]",
  "Maintainer": "Amit Kumar Jha <jha.8@iitj.ac.in>",
  "_user": "aim-it4",
  "_type": "src",
  "_file": "CustomDerivative_0.2.0.tar.gz",
  "_fileid": "https://r2.ropensci.org/da5c91079b7b8b8c166305fbb89463bea1a52b7a48e82fb074a4270e129ce9f1",
  "_filesize": 59803,
  "_sha256": "da5c91079b7b8b8c166305fbb89463bea1a52b7a48e82fb074a4270e129ce9f1",
  "_expires": "2027-01-04T06:38:50.000Z",
  "_created": "2026-09-26T06:34:40.000Z",
  "_published": "2026-09-26T06:38:52.394Z",
  "_jobs": [
    {
      "job": 108354916208,
      "time": 148,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "10900560586"
    },
    {
      "job": 108354916094,
      "time": 127,
      "config": "linux-release-x86_64",
      "r": "4.6.1",
      "check": "WARNING",
      "artifact": "10900695356"
    },
    {
      "job": 108354915998,
      "time": 188,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "10900475771"
    },
    {
      "job": 108354916005,
      "time": 135,
      "config": "macos-release-arm64",
      "r": "4.6.1",
      "check": "WARNING",
      "artifact": "10899733779"
    },
    {
      "job": 108354529317,
      "time": 165,
      "config": "source",
      "r": "4.6.1",
      "check": "OK",
      "artifact": "10899698774"
    },
    {
      "job": 108354915982,
      "time": 92,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "10900695328"
    },
    {
      "job": 108354915989,
      "time": 52,
      "config": "windows-devel-x86_64",
      "r": "4.7.0",
      "check": "WARNING",
      "artifact": "10900071617"
    },
    {
      "job": 108354915997,
      "time": 56,
      "config": "windows-oldrel-x86_64",
      "r": "4.5.3",
      "check": "WARNING",
      "artifact": "10899818450"
    },
    {
      "job": 108354915995,
      "time": 212,
      "config": "windows-release-x86_64",
      "r": "4.6.1",
      "check": "WARNING",
      "artifact": "10899788853"
    }
  ],
  "_host": "GitHub-Actions",
  "_buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902",
  "_status": "success",
  "_upstream": "https://github.com/aim-it4/customderivative",
  "_commit": {
    "id": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
    "author": "Amit Kumar Jha <77675138+AIM-IT4@users.noreply.github.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Merge pull request #4 from AIM-IT4/agent/cran-fix-r6-import\n\nRemove final CRAN dependency NOTE",
    "time": 1785208790
  },
  "_maintainer": {
    "name": "Amit Kumar Jha",
    "email": "jha.8@iitj.ac.in",
    "login": "aim-it4",
    "linkedin": "in/akjha002",
    "description": "Risk Quant at UBS Mumbai\n\nMS from IIT Jodhpur\n",
    "uuid": 77675138
  },
  "_distro": "resolute",
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 4.1.0",
      "role": "Depends"
    },
    {
      "package": "R6",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    }
  ],
  "_owner": "aim-it4",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2026-31",
      "n": 6
    }
  ],
  "_tags": [
    {
      "name": "v0.2.0",
      "date": "2026-07-28"
    }
  ],
  "_stars": 2,
  "_contributors": [
    {
      "user": "aim-it4",
      "count": 39,
      "uuid": 77675138
    }
  ],
  "_userbio": {
    "uuid": 77675138,
    "type": "user",
    "name": "Amit Kumar Jha",
    "followers": 211,
    "description": "Risk Quant at UBS Mumbai\r\n\r\nMS from IIT Jodhpur\r\n"
  },
  "_downloads": {
    "count": 300,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/CustomDerivative"
  },
  "_devurl": "https://github.com/aim-it4/customderivative",
  "_searchresults": 2,
  "_rbuild": "4.6.1",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/CustomDerivative.html",
    "extra/manual.pdf",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "LICENSE"
  ],
  "_homeurl": "https://github.com/aim-it4/customderivative",
  "_realowner": "aim-it4",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2023-09-29"
    },
    {
      "version": "0.1.1",
      "date": "2023-10-01"
    },
    {
      "version": "0.2.0",
      "date": "2026-07-28"
    }
  ],
  "_exports": [
    "asian_call_payoff",
    "black_scholes_price",
    "call_payoff",
    "CustomDerivative",
    "digital_call_payoff",
    "down_and_out_call_payoff",
    "finite_difference_greeks",
    "price_european_mc",
    "price_path_dependent_mc",
    "put_payoff",
    "simulate_gbm_paths"
  ],
  "_help": [],
  "_readme": "https://github.com/aim-it4/customderivative/raw/HEAD/README.md",
  "_rundeps": [
    "R6"
  ],
  "_score": 3,
  "_indexed": true,
  "_nocasepkg": "customderivative",
  "_universes": [
    "aim-it4"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.2.0",
      "date": "2026-09-26T06:37:14.000Z",
      "distro": "resolute",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/33bd2e19875b80c56cb31a86808a944305f944c9e580c9045aa0dbdadde2b079",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.6.1",
      "os": "linux",
      "version": "0.2.0",
      "date": "2026-09-26T06:36:51.000Z",
      "distro": "resolute",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/e085731a70dd639f6ceef3aa6c27eeebd914ad97e4919200790a7bfbc98a9293",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.2.0",
      "date": "2026-09-26T06:37:18.000Z",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/a4f11ef9e2e92d149fec17790796b7132c9fe0dd0ed1beb00c6c92725673582c",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.6.1",
      "os": "mac",
      "version": "0.2.0",
      "date": "2026-09-26T06:36:38.000Z",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/9d91b6cc3ff30426464f03a698161fdaafd75e0b5b90b292dfbcb385238e8d21",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.2.0",
      "date": "2026-09-26T06:36:25.000Z",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/975ecd98760b1fdb2e7dfa5f1d2a0cdb9f12eea8f7bcce281962aedcc8749f05",
      "status": "success",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.2.0",
      "date": "2026-09-26T06:35:34.000Z",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/e7015812ab21e18f9b6ff0fa9e33b30369ada31712ffd6f784d060ad82f7d2b0",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.2.0",
      "date": "2026-09-26T06:35:35.000Z",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/ae22b0c72d80f25510b7015c5fa513e94831091f6831029513683af685d77948",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    },
    {
      "r": "4.6.1",
      "os": "win",
      "version": "0.2.0",
      "date": "2026-09-26T06:38:12.000Z",
      "commit": "06960ad13fe8ea52d80abdbfd8bcde90e2a0dc90",
      "fileid": "https://r2.ropensci.org/fa53b4a7b740576238b9c14308760d45296e99f2cd058adce25d02dc9171f34b",
      "status": "success",
      "check": "WARNING",
      "buildurl": "https://github.com/r-universe/aim-it4/actions/runs/36224023902"
    }
  ]
}