R Observatory: Metrics for AsianOption version 0.2.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

AsianOption

0.2.0

Asian Option Pricing under Price Impact

0packages depend

3.9Kdownloads / year

87.7%test coverage

13/13checks pass

Overview

About

Maintained by Priyanshu TiwariFirst published 2025-12-222 releasesCRAN page ↗GitHub ↗

Implements the framework of Tiwari and Majumdar (2025) doi:10.48550/arXiv.2512.07154 for valuing arithmetic and geometric Asian options under transient and permanent market impact. Provides three pricing approaches: Kemna-Vorst frictionless benchmarks, exogenous diffusion pricing (closed-form for geometric, Monte Carlo for arithmetic), and endogenous Hamilton-Jacobi-Bellman valuation via a tree-based Bellman scheme producing indifference bid-ask prices.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("AsianOption", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("plato-12/AsianOption")

Development version from plato-12/AsianOption. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-asianoption

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-AsianOption

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-AsianOption

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.2 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 1.52

87.7%

Coverage · measured lines

100%

Documentation · exports

1

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-25
11 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 4 earlier snapshots

ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-16
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-03-28
13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 140 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 96%
Return-value docs: 100%
References docs: 44%

Downloads

3.9K

CRAN downloads in the past year

Rank #7,600 · ~11/day · ~322/mo

Releases R versions

Daily download trend is not available in this view yet.

14330 days

1.2K90 days

3.9K1 year

Compare downloads with other packages →

Also on277 r2u11 autocran

Repository

GitHub ↗ plato-12/asianoption

0Stars

0Forks

0Open issues

0Open PRs

0Releases

Last activity 2026-08-03

Repository practices

Upstream repositoryBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/plato-12/asianoption on 2026-08-03.

Continuous integration (1)

GitHub Actions

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Development tooling

AI-assisted toolingBeta

Uses AI-assisted development tooling (declared in repo)

Earliest detected marker: claude on 2026-01-29

claude

Most recent: claude on 2026-01-29

Evidence

claude: on 2026-01-29 · evidence B, D

How this is detected·Detection ruleset v2 (updated 2026-07-29)

Dependencies

Declared dependencies

4 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (1)

Rcpp

LinkingTo (1)

Rcpp

Suggests (2)

testthat covr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (2)

Maintainer (1)

Priyanshu Tiwari

Author, Maintainer

Authors (1)

Priyanshu Tiwari

Author, Maintainer

Contributors (1)

Sourav Majumdar

Contributor

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.2.0Latest
2026-03-10 · current release · diff ↗
0.1.0
2025-12-22
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2025-12-22
Total releases: 2 / 1 yrs
License: GPL (>= 3) OSI
Minimum R: ≥ 4.0.0
Download size: 30 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("AsianOption")

Format

Tiwari, P., & Majumdar, S. (2026). AsianOption: Asian Option Pricing under Price Impact (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.AsianOption

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for AsianOption version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-08-07. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-07, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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