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 <[email protected]>
LicenseGPL (>= 2)
URL https://www.r-project.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the fExpressCertificates package in your browser

Any scripts or data that you put into this service are public.

fExpressCertificates documentation built on Jan. 10, 2019, 1:09 a.m.