fCertificates: Basics of Certificates and Structured Products Valuation
Version 0.5-4

Collection of pricing by duplication methods for popular structured products ("Zertifikate").

Browse man pages Browse package API and functions Browse package files

AuthorStefan Wilhelm <wilhelm@financial.com>
Date of publication2015-04-13 08:11:16
MaintainerStefan Wilhelm <wilhelm@financial.com>
LicenseGPL (>= 2)
Version0.5-4
URL http://www.r-project.org
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("fCertificates")

Man pages

AirbagCertificate: Airbag Certificate valuation using pricing by duplication
BonusCertificate: Bonus Certificate valuation using pricing by duplication
BonusProCertificate: Bonus Pro Certificate valuation using pricing by duplication
CappedBonusCertificate: Capped Bonus Certificate valuation using pricing by...
CappedReverseBonusCertificate: Capped Reverse Bonus Certificate valuation using pricing by...
DiscountCall: Capped Warrant (Discount Call/Discount Put) valuation using...
DiscountCertificate: Discount Certificate valuation using pricing by duplication...
DiscountPlusCertificate: DiscountPlus Certificate valuation using pricing by...
DoubleBarrierBinaryCall: Double Barrier Binary Call valuation using pricing by...
EasyExpressCertificate: Easy Express Certificate valuation using pricing by...
GarantieCertificate: Guarantee Certificate valuation using pricing by duplication
implyVolatility: imply the volatility of the certificate with Newton/Raphson
LeveragedBonusCertificate: Leveraged Bonus Certificate valuation using pricing by...
OutperformanceCertificate: Outperformance Certificate valuation using pricing by...
OutperformancePlusCertificate: Outperformance Plus Certificate valuation using pricing by...
ReturnCertificate: Return Certificate valuation using pricing by duplication
ReverseBonusCertificate: Reverse Bonus Certificate valuation using pricing by...
ReverseConvertible: Reverse Convertible Certificate valuation using pricing by...
ReverseConvertiblePlusPro: Reverse Convertible Plus Pro Certificate valuation using...
ReverseDiscountCertificate: Reverse Discount Certificate valuation using pricing by...
ReverseDiscountPlusCertificate: Reverse Discount Plus Certificate valuation using pricing by...
ReverseOutperformanceCertificate: Reverse Outperformance Certificatevaluation using pricing by...
SprintCertificate: Sprint Certificate valuation using pricing by duplication
Straddle: Straddle valuation
Strangle: Strangle valuation
TurboCertificate: Turbo Certificate valuation
TwinWinCertificate: Twin Win Certificate valuation using pricing by duplication
Warrant: Warrant valuation using pricing by duplication

Functions

AirbagCertificate Man page Source code
AirbagPlusCertificate Source code
BonusCertificate Man page Source code
BonusProCertificate Man page Source code
CappedBonusCertificate Man page Source code
CappedOutperformanceCertificate Source code
CappedReverseBonusCertificate Man page Source code
CoveredCall Man page
Delta Source code
DiscountCall Man page Source code
DiscountCertificate Man page Source code
DiscountPlusCertificate Man page Source code
DiscountPut Man page Source code
DoubleBarrierBinaryCall Man page Source code
EasyExpressCertificate Man page Source code
EasyExpressCertificate2 Source code
GarantieCertificate Man page Source code
GuaranteeCertificate Man page
InlineWarrant Man page
LeveragedBonusCertificate Man page Source code
OutperformanceCertificate Man page Source code
OutperformancePlusCertificate Man page Source code
PTSingleAssetBarrierOption2 Source code
RLZ Source code
ReturnCertificate Man page Source code
ReverseBonusCertificate Man page Source code
ReverseCappedBonusCertificate Man page
ReverseConvertible Man page Source code
ReverseConvertiblePlusPro Man page Source code
ReverseDiscountCertificate Man page Source code
ReverseDiscountPlusCertificate Man page Source code
ReverseOutperformanceCertificate Man page Source code
Rho Source code
SprintCertificate Man page Source code
Straddle Man page Source code
Strangle Man page Source code Source code
Theta Source code
TurboCertificate Man page Source code
TurboStrangle Source code
TwinWinCertificate Man page Source code
Vega Source code
Warrant Man page Source code
annualizeYield Source code
implyVolatility Man page Source code
newton Source code
probInRange Source code
shortfall_risk Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/index.html
inst/doc/Produkttypenbeschreibung_E_29_09_2009.pdf
NAMESPACE
NEWS
R
R/Strangle.R
R/PartialTimeBarrierOption.R
R/InlineOptionsschein.R
R/Certificates.R
MD5
DESCRIPTION
man
man/OutperformanceCertificate.Rd
man/CappedBonusCertificate.Rd
man/ReverseOutperformanceCertificate.Rd
man/ReverseConvertiblePlusPro.Rd
man/implyVolatility.Rd
man/ReverseConvertible.Rd
man/SprintCertificate.Rd
man/Straddle.Rd
man/TwinWinCertificate.Rd
man/DiscountCall.Rd
man/ReverseDiscountPlusCertificate.Rd
man/LeveragedBonusCertificate.Rd
man/AirbagCertificate.Rd
man/DoubleBarrierBinaryCall.Rd
man/ReverseDiscountCertificate.Rd
man/ReturnCertificate.Rd
man/BonusCertificate.Rd
man/BonusProCertificate.Rd
man/Warrant.Rd
man/OutperformancePlusCertificate.Rd
man/ReverseBonusCertificate.Rd
man/DiscountPlusCertificate.Rd
man/TurboCertificate.Rd
man/EasyExpressCertificate.Rd
man/Strangle.Rd
man/GarantieCertificate.Rd
man/DiscountCertificate.Rd
man/CappedReverseBonusCertificate.Rd
.Rinstignore
fCertificates documentation built on May 19, 2017, 10:39 a.m.