File R-Jdmbs.spec of Package R-Jdmbs
# Automatically generated by CRAN2OBS
#
# Spec file for package Jdmbs
# This file is auto-generated using information in the package source,
# esp. Description and Summary. Improvements in that area should be
# discussed with upstream.
#
# Copyright (c) 2026 SUSE LINUX GmbH, Nuernberg, Germany.
#
# All modifications and additions to the file contributed by third parties
# remain the property of their copyright owners, unless otherwise agreed
# upon. The license for this file, and modifications and additions to the
# file, is the same license as for the pristine package itself (unless the
# license for the pristine package is not an Open Source License, in which
# case the license is the MIT License). An "Open Source License" is a
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# published by the Open Source Initiative.
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%global packname Jdmbs
%global rlibdir %{_libdir}/R/library
Name: R-%{packname}
Version: 1.4
Release: 0
Summary: Monte Carlo Option Pricing Algorithms for Jump Diffusion Models with Correlational Companies
Group: Development/Libraries/Other
License: GPL (>= 2)
URL: http://cran.r-project.org/web/packages/%{packname}
Source: Jdmbs_1.4.tar.gz
Requires: R-base
Requires: R-igraph
Requires: R-png
Requires: R-ggplot2
Requires: R-cli
Requires: R-gtable
Requires: R-isoband
Requires: R-lifecycle
Requires: R-rlang
Requires: R-S7
Requires: R-scales
Requires: R-vctrs
Requires: R-withr
Requires: R-magrittr
Requires: R-pkgconfig
Requires: R-cpp11
Requires: R-glue
Requires: R-farver
Requires: R-labeling
Requires: R-R6
Requires: R-RColorBrewer
Requires: R-viridisLite
# %%if 0%%{?sle_version} > 120400 || 0%%{?is_opensuse}
# # Three others commonly needed
# BuildRequires: tex(ae.sty)
# BuildRequires: tex(fancyvrb.sty)
# BuildRequires: tex(inconsolata.sty)
# BuildRequires: tex(natbib.sty)
# %else
# BuildRequires: texlive
# %endif
# BuildRequires: texinfo
BuildRequires: fdupes
BuildRequires: R-base
BuildRequires: R-igraph
BuildRequires: R-png
BuildRequires: R-ggplot2
BuildRequires: R-cli
BuildRequires: R-gtable
BuildRequires: R-isoband
BuildRequires: R-lifecycle
BuildRequires: R-rlang
BuildRequires: R-S7
BuildRequires: R-scales
BuildRequires: R-vctrs
BuildRequires: R-withr
BuildRequires: R-magrittr
BuildRequires: R-pkgconfig
BuildRequires: R-cpp11-devel
BuildRequires: R-glue
BuildRequires: R-farver
BuildRequires: R-labeling
BuildRequires: R-R6
BuildRequires: R-RColorBrewer
BuildRequires: R-viridisLite
Suggests: R-R.rsp
%description
Option is a one of the financial derivatives and its pricing is an
important problem in practice. The process of stock prices are
represented as Geometric Brownian motion [Black (1973)
<doi:10.1086/260062>] or jump diffusion processes [Kou (2002)
<doi:10.1287/mnsc.48.8.1086.166>]. In this package, algorithms and
visualizations are implemented by Monte Carlo method in order to
calculate European option price for three equations by Geometric
Brownian motion and jump diffusion processes and furthermore a model
that presents jumps among companies affect each other.
%prep
%setup -q -c -n %{packname}
# the next line is needed, because we build without --clean in between two packages
rm -rf ~/.R
%build
%install
mkdir -p %{buildroot}%{rlibdir}
%{_bindir}/R CMD INSTALL -l %{buildroot}%{rlibdir} %{packname}
test -d %{packname}/src && (cd %{packname}/src; rm -f *.o *.so)
rm -f %{buildroot}%{rlibdir}/R.css
%fdupes -s %{buildroot}%{rlibdir}
#%%check
#%%{_bindir}/R CMD check %%{packname}
%files
%dir %{rlibdir}/%{packname}
%doc %{rlibdir}/%{packname}/DESCRIPTION
%{rlibdir}/%{packname}/INDEX
%{rlibdir}/%{packname}/Meta
%{rlibdir}/%{packname}/NAMESPACE
%doc %{rlibdir}/%{packname}/NEWS
%{rlibdir}/%{packname}/R
%{rlibdir}/%{packname}/data
%{rlibdir}/%{packname}/doc
%doc %{rlibdir}/%{packname}/help
%doc %{rlibdir}/%{packname}/html
%changelog
