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", "1.2.0")



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 1.2.0, https://cran.r-project.org/web/packages/ragtop. Accessed 25 Jun. 2026.
Previous versions and publish date:
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)
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

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  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

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