{
  "_id": "6a1d4ab51d7bb097a0a43523",
  "Package": "amsSim",
  "Type": "Package",
  "Title": "Adaptive Multilevel Splitting for Option Simulation and Pricing",
  "Version": "0.1.0",
  "Authors@R": "c(\nperson(\n\"Riccardo\", \"Gozzo\",\nemail = \"gozzoriccardo0@gmail.com\",\nrole = c(\"aut\", \"cre\")\n)\n)",
  "Description": "Simulation and pricing routines for rare-event options\nusing Adaptive Multilevel Splitting and standard Monte Carlo\nunder Black-Scholes and Heston models. Core routines are\nimplemented in C++ via Rcpp and RcppArmadillo with lightweight\nR wrappers.",
  "License": "MIT + file LICENSE",
  "URL": "https://github.com/RiccardoGozzo/amsSim,\nhttps://riccardogozzo.github.io/amsSim/",
  "BugReports": "https://github.com/RiccardoGozzo/amsSim/issues",
  "Encoding": "UTF-8",
  "Language": "en-US",
  "SystemRequirements": "C++17",
  "ByteCompile": "true",
  "NeedsCompilation": "yes",
  "Roxygen": "list(markdown = TRUE)",
  "RoxygenNote": "7.3.3",
  "Config/testthat/edition": "3",
  "Repository": "https://riccardogozzo.r-universe.dev",
  "Date/Publication": "2025-10-28 16:20:35 UTC",
  "RemoteUrl": "https://github.com/riccardogozzo/amssim",
  "RemoteRef": "HEAD",
  "RemoteSha": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
  "Packaged": {
    "Date": "2026-06-01 08:54:39 UTC",
    "User": "root"
  },
  "Author": "Riccardo Gozzo [aut, cre]",
  "Maintainer": "Riccardo Gozzo <gozzoriccardo0@gmail.com>",
  "MD5sum": "48c6b34045d529ead2371757c4099965",
  "_user": "riccardogozzo",
  "_type": "src",
  "_file": "amsSim_0.1.0.tar.gz",
  "_fileid": "1f95cfbb8cf30f8518b13b59cf5440f168e6c569da9c88ed68c86fbf5ba507c5",
  "_filesize": 147457,
  "_sha256": "1f95cfbb8cf30f8518b13b59cf5440f168e6c569da9c88ed68c86fbf5ba507c5",
  "_created": "2026-06-01T08:54:39.000Z",
  "_published": "2026-06-01T09:02:45.463Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 78818369490,
      "time": 128,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7327316101"
    },
    {
      "job": 78818369515,
      "time": 148,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7327322341"
    },
    {
      "job": 78818369629,
      "time": 114,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327311948"
    },
    {
      "job": 78818369663,
      "time": 149,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327322575"
    },
    {
      "job": 78818369527,
      "time": 151,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7327316351"
    },
    {
      "job": 78818369592,
      "time": 431,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7327403075"
    },
    {
      "job": 78818369556,
      "time": 214,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327329571"
    },
    {
      "job": 78818369535,
      "time": 314,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327367357"
    },
    {
      "job": 78817937602,
      "time": 156,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327272474"
    },
    {
      "job": 78818369499,
      "time": 99,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327306895"
    },
    {
      "job": 78818369470,
      "time": 110,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7327310393"
    },
    {
      "job": 78818369496,
      "time": 117,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7327312703"
    },
    {
      "job": 78818369483,
      "time": 106,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7327308507"
    }
  ],
  "_buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/riccardogozzo/amssim",
  "_commit": {
    "id": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
    "author": "Riccardo Gozzo <125578890+RiccardoGozzo@users.noreply.github.com>",
    "committer": "GitHub <noreply@github.com>",
    "message": "Add initial index.html for the project",
    "time": 1761668435
  },
  "_maintainer": {
    "name": "Riccardo Gozzo",
    "email": "gozzoriccardo0@gmail.com",
    "login": "riccardogozzo",
    "description": "PhD student in Computational Mathematics at Scuola Normale Superiore, Pisa.  \nResearch focuses on machine learning and quantitative finance",
    "uuid": 125578890
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 4.1",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "version": ">= 1.0.0",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    }
  ],
  "_owner": "riccardogozzo",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-40",
      "n": 6
    },
    {
      "week": "2025-44",
      "n": 2
    }
  ],
  "_tags": [],
  "_stars": 1,
  "_contributors": [
    {
      "user": "riccardogozzo",
      "count": 8,
      "uuid": 125578890
    }
  ],
  "_userbio": {
    "uuid": 125578890,
    "type": "user",
    "name": "Riccardo Gozzo",
    "description": "PhD student in Computational Mathematics at Scuola Normale Superiore, Pisa.  \r\nResearch focuses on machine learning and quantitative finance"
  },
  "_downloads": {
    "count": 162,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/amsSim"
  },
  "_devurl": "https://github.com/riccardogozzo/amssim",
  "_searchresults": 0,
  "_topics": [
    "cpp"
  ],
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/amsSim.html",
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/riccardogozzo/amssim",
  "_realowner": "riccardogozzo",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.1.0",
      "date": "2025-10-31"
    }
  ],
  "_exports": [
    "AMS",
    "simulate_AMS"
  ],
  "_help": [
    {
      "page": "AMS",
      "title": "AMS Adaptive Multilevel Splitting estimator for rare-event option payoffs.",
      "topics": [
        "AMS"
      ]
    },
    {
      "page": "simulate_AMS",
      "title": "simulate_AMS Monte Carlo simulation of price paths under: 1 = Black–Scholes (exact solution) 2 = Heston (Euler discretisation) 3 = Heston (Milstein discretisation) 4 = Heston (Quadratic–Exponential scheme, Andersen 2008)",
      "topics": [
        "simulate_AMS"
      ]
    }
  ],
  "_readme": "https://github.com/riccardogozzo/amssim/raw/HEAD/README.md",
  "_rundeps": [
    "Rcpp",
    "RcppArmadillo"
  ],
  "_sysdeps": [
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    }
  ],
  "_score": 3,
  "_indexed": true,
  "_nocasepkg": "amssim",
  "_universes": [
    "riccardogozzo"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1.0",
      "date": "2026-06-01T08:56:53.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "b78cd8f0797757af28ed5ace086b42b9fba0e6e1ebe4beb9ccdb75d9eedb7042",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1.0",
      "date": "2026-06-01T08:57:10.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "e88edeeb3432ea51adf87db0a6b14343a26d5a4758ffb8f70324837715008d98",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1.0",
      "date": "2026-06-01T08:56:40.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "ba4d1f1b1af0a61cc929fd5fe62bf43d7d8d0d5b3d56a8c0d0f6d284ea5c740c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1.0",
      "date": "2026-06-01T08:57:10.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "cf90755545eed4e0a0505ff23c88dc8be7353dd1fe1f7f9e4803153771a57e6c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1.0",
      "date": "2026-06-01T08:56:55.000Z",
      "arch": "aarch64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "82852d352427fa573117b38cbd7e1a271e22ab5dc97c6487d85b4cc168b09939",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1.0",
      "date": "2026-06-01T08:59:32.000Z",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "bb4f0c5be87f7252b17882609879aee32d2954aa40f3385030f670bbd7171b59",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1.0",
      "date": "2026-06-01T08:57:14.000Z",
      "arch": "aarch64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "aa74a5946d407a10f6059b912cfd614bfe259a85a242f565d25fbaa344e85732",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1.0",
      "date": "2026-06-01T08:58:54.000Z",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "5a618dd84c1b6293e2810e59a8e04c034890a3b64316bf2f259beb5b6e485937",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.1.0",
      "date": "2026-06-01T08:56:34.000Z",
      "arch": "emscripten",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "3a70374d0047299c36901025a230d1fb825712e457031453f3bb609e93002108",
      "status": "success",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.1.0",
      "date": "2026-06-01T08:55:56.000Z",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "eb2ffad731d224d682e4fc61543e55bce37515893265e96b2dd24c80824b93dd",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.1.0",
      "date": "2026-06-01T08:56:03.000Z",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "84d026d727387490174152e16977eef018a57a50c5f1402b669b346390cebe2c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.1.0",
      "date": "2026-06-01T08:55:58.000Z",
      "arch": "x86_64",
      "commit": "11950c2a90d57c7b1e2be33948ce7104c77653ba",
      "fileid": "1946f93c9f2a0dba8a0a32b93b7d4f1f8627974c4eba13d0ff0c04502d09c79f",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/riccardogozzo/actions/runs/26744930728"
    }
  ]
}