Man pages for fExpressCertificates
Structured Products Valuation for ExpressCertificates/Autocallables
| BrownianBridgeMinimum | Distribution of the Minimum of a Brownian Bridge |
| calcBMProbability | Calculates probabilities for the Arithmetic Brownian Motion |
| calcGBMProbability | Calculates probabilities for the Geometric Brownian Motion |
| calcRedemptionProbabilities | Redemption Probabilities for Express Certificates |
| ExpressCertificate.Classic | Analytical and numerical pricing of Classic Express... |
| GeometricBrownianMotion | Simulate paths from a Arithmetic or Geometric Brownian Motion |
| getRedemptionTime | Redemption times |
| MonteCarlo.ExpressCertificate.Classic | Monte Carlo valuation of Classic Express Certificates |
| payoffExpress | Defining payoff functions for Express Certificates |
| print.express.certificate | Print method for express certificates |
| simPricesAndMinimumFromGBM | Simulation of the joint finite-dimensional distribution of... |
| simPricesAndMinimumFromTruncatedGBM | Simulation of the joint finite-dimensional distribution of a... |
| SimulateExpressCertificate | Monte Carlo Valuation of Express Certificates |
