API for fExpressCertificates
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 Source code
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 Source code
simPricesAndMinimumFromGBM Man page Source code
simPricesAndMinimumFromGBM2 Man page Source code
simPricesAndMinimumFromTruncatedGBM Man page Source code
simProbInRange Source code
simRedemptionProbabilities Man page Source code
fExpressCertificates documentation built on May 29, 2017, 12:19 p.m.