API for fExpressCertificates
Structured Products Valuation for ExpressCertificates/Autocallables
| Global functions | |
|---|---|
| ArtihmeticBrownianMotion | Man page |
| BM | Man page |
| BrownianBridge | Source code |
| BrownianMotion | Man page Source code |
| Conditional.MonteCarlo.ExpressCertificate.Classic | Man page Source code |
| EasyExpressCertificate | Source code |
| ExpressBonusCertificate | Source code |
| ExpressCappedBonusCertificate | Source code |
| ExpressCertificate | Source code |
| ExpressCertificate.Classic | Man page Source code |
| GBM | Man page |
| GeometricBrownianMotion | Man page Source code |
| GeometricBrownianMotionMatrix | Man page Source code |
| MonteCarlo.ExpressCertificate | Man page Source code |
| MonteCarlo.ExpressCertificate.Classic | Man page Source code |
| MonteCarloStopProbabilities | Man page |
| RLZ | Source code |
| SimulateExpressBonusCertificate | Man page Source code |
| SimulateExpressCertificateML0AN5 | Source code |
| SimulateExpressClassicCertificate | Man page Source code |
| SimulateGenericExpressCertificate | Man page Source code |
| annualizeYield | Source code |
| calcBMProbability | Man page |
| calcBrownianMotionProbability | Man page |
| calcGBMProbability | Man page |
| calcRedemptionProbabilities | Man page Source code |
| calcStopProbabilities | Man page |
| calculate.conditional.props | Source code |
| calculateProbabilityBrownianMotion | Man page Source code |
| calculateProbabilityGeometricBrownianMotion | Man page Source code |
| cdf.GBM.Min | Source code |
| cdf.M_t | Source code |
| cdf.m_t | Source code |
| dBrownianBridgeMinimum | Man page Source code |
| g | Source code |
| getRedemptionTime | Man page Source code |
| getRedemptionTime2 | Source code |
| getRedemptionTimesForMatrix | Man page |
| joint.cdf.GBM.Min.Poulsen | Source code |
| joint.cdf.GBM.Min.Simulation | Source code |
| joint.cdf.M_s.B_t | Source code |
| joint.cdf.M_s.B_t1 | Source code Source code |
| joint.cdf.M_t.B_t | Source code |
| joint.cdf.m_s.B_t | Source code |
| joint.cdf.m_s.B_t1 | Source code |
| joint.cdf.m_t.B_t | Source code |
| payoffExpressBonusType1 | Man page Source code |
| payoffExpressCappedBonusType1 | Man page Source code |
| payoffExpressClassic | Man page Source code |
| payoffExpressML0AN5 | Man page Source code |
| print.express.certificate | Man page Source code |
| prob.barrier | Source code |
| probInRange | Source code |
| rBrownianBridgeMinimum | Man page Source code |
| shortfall_risk | Source code Source code |
| simExpressPriceMVN | Man page Source code |
| simExpressPriceTMVN | Man page |
| simPricesAndMinimumFromGBM | Man page Source code |
| simPricesAndMinimumFromGBM2 | Man page Source code |
| simPricesAndMinimumFromTruncatedGBM | Man page Source code |
| simProbInRange | Source code |
| simRedemptionProbabilities | Man page Source code |
