fCertificates: Basics of Certificates and Structured Products Valuation

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

AuthorStefan Wilhelm <wilhelm@financial.com>
Date of publication2015-04-13 08:11:16
MaintainerStefan Wilhelm <wilhelm@financial.com>
LicenseGPL (>= 2)
Version0.5-4
http://www.r-project.org

View on CRAN

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

Files in this package

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.