Type: Package
Package: ragtop
Title: Pricing Equity Derivatives with Extensions of Black-Scholes
Version: 1.3.1
Date: 2026-06-19
Authors@R: 
    person(c("Brian", "K."), "Boonstra", , "ragtop@boonstra.org", role = c("aut", "cre"))
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)
    <doi:10.3905/jfi.2001.319302>.  We use ideas and techniques from
    Andersen and Buffum (2002) <doi:10.2139/ssrn.355308> and Linetsky
    (2006) <doi:10.1111/j.1467-9965.2006.00271.x>.
License: GPL (>= 2)
Depends: R (>= 3.5)
Imports: futile.logger (>= 1.4.1), methods (>= 3.2.2), stats
Suggests: BondValuation, ggplot2, knitr, limSolve (>= 2.0.1),
        lubridate, MASS, Matrix, R.cache, RColorBrewer, reshape2,
        rmarkdown, roxygen2, stringr, testthat (>= 3.0.0), treasury
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
Config/testthat/edition: 3
Encoding: UTF-8
LazyData: true
RoxygenNote: 8.0.0
NeedsCompilation: no
Packaged: 2026-06-20 02:34:46 UTC; brian
Author: Brian K. Boonstra [aut, cre]
Maintainer: Brian K. Boonstra <ragtop@boonstra.org>
Repository: CRAN
Date/Publication: 2026-06-20 15:20:17 UTC
Built: R 4.4.3; ; 2026-06-20 17:35:31 UTC; unix
