Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)
| Version: | 1.2 |
| Depends: | R (≥ 2.15.0), mvtnorm, tmvtnorm, fCertificates, Matrix |
| Published: | 2013-08-30 |
| Author: | Stefan Wilhelm |
| Maintainer: | Stefan Wilhelm <stefan.wilhelm at financial.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.r-project.org |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | fExpressCertificates results |
| Reference manual: | fExpressCertificates.pdf |
| Package source: | fExpressCertificates_1.2.tar.gz |
| Windows binaries: | r-devel: fExpressCertificates_1.2.zip, r-release: fExpressCertificates_1.2.zip, r-oldrel: fExpressCertificates_1.2.zip |
| OS X Snow Leopard binaries: | r-release: fExpressCertificates_1.2.tgz, r-oldrel: fExpressCertificates_1.2.tgz |
| OS X Mavericks binaries: | r-release: fExpressCertificates_1.2.tgz |