/usr/lib/R/site-library/fOptions/INDEX is in r-cran-foptions 2140.79-2build1.
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The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 | BasicAmericanOptions Valuation of Basic American Options
BinomialTreeOptions Binomial Tree Option Model
HestonNandiGarchFit Heston-Nandi Garch(1,1) Modelling
HestonNandiOptions Option Price for the Heston-Nandi Garch Option
Model
LowDiscrepancy Low Discrepancy Sequences
MonteCarloOptions Monte Carlo Valuation of Options
PlainVanillaOptions Valuation of Plain Vanilla Options
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