fExpressCertificates: Structured Products Valuation for ExpressCertificates/Autocallables

Provides pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables).

Vignettes Man pages API and functions Files

Package details
Author	Stefan Wilhelm
Maintainer	Stefan Wilhelm <stefan.wilhelm@financial.com>
License	GPL (>= 2)
Version	1.3
URL	https://www.r-project.org
Package repository	View on CRAN
Installation	Install the latest version of this package by entering the following in R: `install.packages("fExpressCertificates")`

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fExpressCertificates documentation built on May 2, 2019, 11:02 a.m.

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