fExpressCertificates: fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables

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