fExpressCertificates: Structured Products Valuation for ExpressCertificates/Autocallables

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

Getting started

Package details

AuthorStefan Wilhelm
MaintainerStefan Wilhelm <stefan.wilhelm@financial.com>
LicenseGPL (>= 2)
URL https://www.r-project.org
Package repositoryView on CRAN
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fExpressCertificates documentation built on May 2, 2019, 11:02 a.m.