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 |

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