multiAssetOptions
Finite Difference Method for Multi-Asset Option Valuation
v0.1-2
·
Apr 20, 2021
·
GPL-2 | GPL-3
Description
Efficient finite difference method for valuing European and American multi-asset options.
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CRAN Check Status
2
NOTE
12
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Michael Eichenberger <mike.eichenberger@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Michael",
family = "Eichenberger",
role = c("aut", "cre"),
email = "mike.eichenberger@gmail.com"),
person(given = "Carlo",
family = "Rosa",
role = "aut"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Michael Eichenberger <mike.eichenberger@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Michael",
family = "Eichenberger",
role = c("aut", "cre"),
email = "mike.eichenberger@gmail.com"),
person(given = "Carlo",
family = "Rosa",
role = "aut"))
as necessary.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Michael Eichenberger <mike.eichenberger@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Michael",
family = "Eichenberger",
role = c("aut", "cre"),
email = "mike.eichenberger@gmail.com"),
person(given = "Carlo",
family = "Rosa",
role = "aut"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Michael Eichenberger <mike.eichenberger@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Michael",
family = "Eichenberger",
role = c("aut", "cre"),
email = "mike.eichenberger@gmail.com"),
person(given = "Carlo",
family = "Rosa",
role = "aut"))
as necessary.