Package: CustomDerivative
Type: Package
Title: Extensible Derivative Pricing and Risk Analytics
Version: 0.2.0
Authors@R: c(
    person("Amit Kumar", "Jha", role = c("aut", "cre", "cph"),
           email = "jha.8@iitj.ac.in")
    )
Description: Tools for pricing and analysing financial derivatives under
    the classical lognormal diffusion model and geometric Brownian motion
    assumptions. The package provides analytical European option prices,
    Monte Carlo pricing with antithetic and control variates, confidence
    intervals, finite-difference Greeks, and path simulation for
    path-dependent payoffs. The simulation interfaces accept user-defined
    payoff functions, enabling transparent construction of custom contracts
    while reporting numerical uncertainty.
License: MIT + file LICENSE
URL: https://github.com/AIM-IT4/CustomDerivative
BugReports: https://github.com/AIM-IT4/CustomDerivative/issues
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: R6, stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Config/roxygen2/version: 8.0.0
NeedsCompilation: no
Packaged: 2026-07-28 03:13:21 UTC; runner
Author: Amit Kumar Jha [aut, cre, cph]
Maintainer: Amit Kumar Jha <jha.8@iitj.ac.in>
Repository: CRAN
Date/Publication: 2026-07-28 07:00:02 UTC
Built: R 4.6.1; ; 2026-07-28 09:27:48 UTC; unix
