JOSS: https://github.com/ahudde/greeks
asian-option greeks implied-volatility option r-package
Score: 14.035753907756787
Last synced: about 1 hour ago
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Repository metadata:
Sensitivities of Prices of Financial Options and Implied Volatilites
- Host: GitHub
- URL: https://github.com/ahudde/greeks
- Owner: ahudde
- License: other
- Created: 2021-05-16T14:26:33.000Z (about 5 years ago)
- Default Branch: main
- Last Pushed: 2026-08-04T08:31:36.000Z (11 days ago)
- Last Synced: 2026-08-07T03:48:47.753Z (8 days ago)
- Topics: asian-option, greeks, implied-volatility, option, r-package
- Language: R
- Homepage:
- Size: 23.9 MB
- Stars: 8
- Watchers: 1
- Forks: 4
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- Changelog: NEWS.md
- License: LICENSE
Owner metadata:
- Name:
- Login: ahudde
- Email:
- Kind: user
- Description:
- Website:
- Location:
- Twitter:
- Company:
- Icon url: https://avatars.githubusercontent.com/u/60978072?u=f1e4c82183e4ca723e179c8b690d6f9b16746c8b&v=4
- Repositories: 2
- Last Synced at: 2023-02-28T18:56:11.530Z
- Profile URL: https://github.com/ahudde
GitHub Events
Total
- Fork event: 1
- Push event: 16
- Watch event: 1
- Total: 18
Last Year
- Fork event: 1
- Push event: 5
- Total: 6
Committers metadata
Last synced: 2 days ago
Total Commits: 363
Total Committers: 6
Avg Commits per committer: 60.5
Development Distribution Score (DDS): 0.405
Commits in past year: 17
Committers in past year: 1
Avg Commits per committer in past year: 17.0
Development Distribution Score (DDS) in past year: 0.0
| Name | Commits | |
|---|---|---|
| hudde | h****e@r****e | 216 |
| anselmhudde | 6****e | 57 |
| ahudde | 6****u | 47 |
| ahudde | 6****e | 40 |
| Charlotte Soneson | c****n@g****m | 2 |
| olivroy | 5****y | 1 |
Issue and Pull Request metadata
Last synced: 1 day ago
Total issues: 18
Total pull requests: 5
Average time to close issues: about 2 months
Average time to close pull requests: about 4 hours
Total issue authors: 3
Total pull request authors: 3
Average comments per issue: 3.06
Average comments per pull request: 0.0
Merged pull request: 4
Bot issues: 0
Bot pull requests: 0
Past year issues: 0
Past year pull requests: 1
Past year average time to close issues: N/A
Past year average time to close pull requests: N/A
Past year issue authors: 0
Past year pull request authors: 1
Past year average comments per issue: 0
Past year average comments per pull request: 0.0
Past year merged pull request: 0
Past year bot issues: 0
Past year bot pull requests: 0
Top Issue Authors
- lrnv (16)
- bahung (1)
- ahudde (1)
Top Pull Request Authors
- csoneson (2)
- olivroy (2)
- hadley (1)
Top Issue Labels
Top Pull Request Labels
Package metadata
- Total packages: 1
-
Total downloads:
- cran: 412 last-month
- Total docker downloads: 20,358
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 24
- Total maintainers: 1
cran.r-project.org: greeks
Sensitivities of Prices of Financial Options and Implied Volatilities
- Homepage: https://github.com/ahudde/greeks
- Documentation: http://cran.r-project.org/web/packages/greeks/greeks.pdf
- Licenses: MIT + file LICENSE
- Latest release: 1.5.6 (published 29 days ago)
- Last Synced: 2026-08-13T23:01:15.417Z (1 day ago)
- Versions: 24
- Dependent Packages: 0
- Dependent Repositories: 0
- Downloads: 412 Last month
- Docker Downloads: 20,358
-
Rankings:
- Downloads: 18.704%
- Average: 27.985%
- Dependent packages count: 29.797%
- Dependent repos count: 35.455%
- Maintainers (1)
Dependencies
- Rcpp * imports
- dqrng * imports
- ggplot2 * imports
- magrittr * imports
- plotly * imports
- shiny * imports
- tibble * imports
- tidyr * imports
- R.rsp * suggests
- knitr * suggests
- rmarkdown * suggests
- testthat >= 3.0.0 suggests
- actions/checkout v3 composite
- r-lib/actions/check-r-package v2 composite
- r-lib/actions/setup-pandoc v2 composite
- r-lib/actions/setup-r v2 composite
- r-lib/actions/setup-r-dependencies v2 composite
- actions/checkout v4 composite
- actions/upload-artifact v4 composite
- r-lib/actions/setup-r v2 composite
- r-lib/actions/setup-r-dependencies v2 composite