R Observatory: Metrics for BCC1997 version 0.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BCC1997

0.1.1

Calculation of Option Prices Based on a Universal Solution

0packages depend

7.6Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Haoran ZhangFirst published 2017-02-221 releasesCRAN page ↗

Calculates the prices of European options based on the universal solution provided by Bakshi, Cao and Chen (1997) doi:10.1111/j.1540-6261.1997.tb02749.x. This solution considers stochastic volatility, stochastic interest and random jumps. Please cite their work if this package is used.

Install

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

install.packages("BCC1997", repos = "https://cloud.r-project.org/")

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

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-bcc1997

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-BCC1997

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-BCC1997

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

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 42 s · r-release-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

1

Dependencies · direct

Check history

NOTE2026-03-10
9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 0%

Downloads

7.6K

CRAN downloads in the past year

Rank #5,900 · ~21/day · ~634/mo

Releases R versions

Daily download trend is not available in this view yet.

16030 days

1.4K90 days

7.6K1 year

Compare downloads with other packages →

Also on137 r2u5 autocran70 c2d4u

Dependencies

Declared dependencies

0 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.1.0

Imports (1)

stats

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (1)

Haoran Zhang

no longer listed · 0.1.1

Package Timeline

1 release. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1.1Latest
2026-03-10 · current release
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2017-02-22
Total releases: 1 / 9 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.1.0
Download size: 2.3 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BCC1997")

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 BCC1997 version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-08-08. https://doi.org/10.5281/zenodo.21843040

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

Report a problem with this page →