Basics of Certificates and Structured Products Valuation

Global functions | |
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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 |

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