%global __brp_check_rpaths %{nil}
%global __requires_exclude ^libmpi
%global packname  greeks
%global packver   1.4.2
%global rlibdir   /usr/local/lib/R/library

Name:             R-CRAN-%{packname}
Version:          1.4.2
Release:          1%{?dist}%{?buildtag}
Summary:          Sensitivities of Prices of Financial Options and Implied Volatilities

License:          MIT + file LICENSE
URL:              https://cran.r-project.org/package=%{packname}
Source0:          %{url}&version=%{packver}#/%{packname}_%{packver}.tar.gz


BuildRequires:    R-devel
Requires:         R-core
BuildRequires:    R-CRAN-magrittr 
BuildRequires:    R-CRAN-dqrng 
BuildRequires:    R-CRAN-Rcpp 
BuildRequires:    R-CRAN-tibble 
BuildRequires:    R-CRAN-ggplot2 
BuildRequires:    R-CRAN-plotly 
BuildRequires:    R-CRAN-shiny 
BuildRequires:    R-CRAN-tidyr 
Requires:         R-CRAN-magrittr 
Requires:         R-CRAN-dqrng 
Requires:         R-CRAN-Rcpp 
Requires:         R-CRAN-tibble 
Requires:         R-CRAN-ggplot2 
Requires:         R-CRAN-plotly 
Requires:         R-CRAN-shiny 
Requires:         R-CRAN-tidyr 

%description
Methods to calculate sensitivities of financial option prices for
European, geometric and arithmetic Asian, and American options, with
various payoff functions in the Black Scholes model, and in more general
jump diffusion models. A shiny app to interactively plot the results is
included. Furthermore, methods to compute implied volatilities are
provided for a wide range of option types and custom payoff functions.
Classical formulas are implemented for European options in the Black
Scholes Model, as is presented in Hull, J. C. (2017), Options, Futures,
and Other Derivatives. In the case of Asian options, Malliavin Monte Carlo
Greeks are implemented, see Hudde, A. & Rüschendorf, L. (2023). European
and Asian Greeks for exponential Lévy processes.
<doi:10.1007/s11009-023-10014-5>. For American options, the Binomial Tree
Method is implemented, as is presented in Hull, J. C. (2017).

%prep
%setup -q -c -n %{packname}

# fix end of executable files
find -type f -executable -exec grep -Iq . {} \; -exec sed -i -e '$a\' {} \;
# prevent binary stripping
[ -d %{packname}/src ] && find %{packname}/src -type f -exec \
  sed -i 's@/usr/bin/strip@/usr/bin/true@g' {} \; || true
[ -d %{packname}/src ] && find %{packname}/src/Make* -type f -exec \
  sed -i 's@-g0@@g' {} \; || true
# don't allow local prefix in executable scripts
find -type f -executable -exec sed -Ei 's@#!( )*/usr/local/bin@#!/usr/bin@g' {} \;

%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
# remove buildroot from installed files
find %{buildroot}%{rlibdir} -type f -exec sed -i "s@%{buildroot}@@g" {} \;

%files
%{rlibdir}/%{packname}