This is the Debian GNU/Linux r-cran-foptions package of fOptions, a set of functions for pricing and hedging various types of financial options, and part of Rmetrics, a collection of packages for financial engineering and computational finance. Both fOptions and Rmetrics were written and compiled primarily by Diethelm Wuertz, with code by others (see below for fOptions). This package was created by Dirk Eddelbuettel . The sources were downloaded from http://www.rmetrics.org and are also available from http://cran.r-project.org/src/contrib/ and all CRAN mirrors as e.g. http://cran.us.r-project.org/src/contrib/ The package was renamed from its upstream name 'fOptions' to 'r-cran-foptions' to fit the pattern of CRAN (and non-CRAN) packages for R. Copyright (C) 1999 - 2008 Diethelm Wuertz Copyright (C) 1999 - 2008 Rmetrics Foundation License: GPL On a Debian GNU/Linux system, the GPL license is included in the file /usr/share/common-licenses/GPL. For reference, the upstream DESCRIPTION file is included below: Package: fOptions Version: 190.10055 Date: 2004 Title: Financial Software Collection - fOptions Author: Diethelm Wuertz and many others, see the SOURCE file Depends: R (>= 1.9.0) Maintainer: Diethelm Wuertz Description: fOptions Library from Rmetrics - Rmetrics is an Environment and Software Collection for teaching "Financial Engineering and Computational Finance" License: GPL Version 2 or later URL: http://www.itp.phys.ethz.ch/econophysics/R/1.9 Packaged: Sun Jun 13 06:58:51 2004; myself and the following segment was extracted from the header of src/zzz.R: # Copyrights (C) # this R-port: # by Diethelm Wuertz # for the code accessed (or partly included) from other R-ports: # R: see R's copyright and license file # for Haug's Option Pricing Formulas: # Formulas are implemented along the book and the Excel spreadsheets of # E.G. Haug, "The Complete Guide to Option Pricing"; documentation # is partly taken from www.derivicom.com which implements # a C Library based on Haug.