Other packages > Find by keyword >

ragtop  

Pricing Equity Derivatives with Extensions of Black-Scholes
View on CRAN: Click here


Download and install ragtop package within the R console
Install from CRAN:
install.packages("ragtop")

Install from Github:
library("remotes")
install_github("cran/ragtop")

Install by package version:
library("remotes")
install_version("ragtop", "2.0.0")



Attach the package and use:
library("ragtop")
Maintained by
Brian K. Boonstra
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-09-28
Latest Update: 2025-07-10
Description:
Algorithms to price American and European equity options, convertible bonds and a variety of other financial derivatives. It uses an extension of the usual Black-Scholes model in which jump to default may occur at a probability specified by a power-law link between stock price and hazard rate as found in the paper by Takahashi, Kobayashi, and Nakagawa (2001) . We use ideas and techniques from Andersen and Buffum (2002) and Linetsky (2006) .
How to cite:
Brian K. Boonstra (2016). ragtop: Pricing Equity Derivatives with Extensions of Black-Scholes. R package version 2.0.0, https://cran.r-project.org/web/packages/ragtop. Accessed 05 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:48), 0.5 (2016-09-28 17:10), 1.0.0 (2018-12-15 16:10), 1.1.0 (2019-05-20 21:00), 1.1.1 (2020-03-03 10:00), 1.2.0 (2025-07-10 23:40), 1.2.1 (2026-06-15 17:20), 1.3.1 (2026-06-20 17:20)
Other packages that cited ragtop R package
View ragtop citation profile
Other R packages that ragtop depends, imports, suggests or enhances
Complete documentation for ragtop
Functions, R codes and Examples using the ragtop R package
Some associated functions: AmericanOption-class . CALL . CallableBond-class . ConvertibleBond-class . CouponBond-class . EquityOption-class . EuropeanOption-class . GridPricedInstrument-class . PUT . Quandl_df_fcn_UST . Quandl_df_fcn_UST_raw . TIME_RESOLUTION_FACTOR . TIME_RESOLUTION_SIGNIF_DIGITS . TSLAMarket . ZeroCouponBond-class . accelerated_coupon_value . adjust_for_dividends . american . american_implied_volatility . black_scholes_on_term_structures . blackscholes . construct_implicit_grid_structure . construct_tridiagonals . control_variate_pairs . coupon_value_at_exercise . detail_from_AnnivDates . equivalent_bs_vola_to_jump . equivalent_jump_vola_to_bs . find_present_value . fit_to_option_market . fit_to_option_market_df . fit_variance_cumulation . form_present_value_grid . implied_jump_process_volatility . implied_volatilities . implied_volatilities_with_rates_struct . implied_volatility . implied_volatility_with_term_struct . infer_conforming_time_grid . integrate_pde . is.blank . iterate_grid_from_timestep . penalty_with_intensity_link . price_with_intensity_link . ragtop . shift_for_dividends . spot_to_df_fcn . take_implicit_timestep . time_adj_dividends . timestep_instruments . value_from_prior_coupons . variance_cumulation_from_vols . 
Some associated R codes: american_options.R . blackscholes.R . calibration.R . cashflows.R . cc_code.R . data.R . implicit.R . instruments.R . ragtop.R . term_structures.R . util.R . zzz.R .  Full ragtop package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

cdlTools  
Tools to Download and Work with USDA Cropscape Data
Downloads USDA National Agricultural Statistics Service (NASS) cropscape data for a specified state ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
genie  
Fast, Robust, and Outlier Resistant Hierarchical Clustering
Includes the reference implementation of Genie - a hierarchical clustering algorithm that links two ...
Download / Learn more Package Citations See dependency  
correlation  
Methods for Correlation Analysis
Lightweight package for computing different kinds of correlations, such as partial correlations, Ba ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,906

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA