Man pages for fExpressCertificates
fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables

BrownianBridgeMinimumDistribution of the Minimum of a Brownian Bridge
calcBMProbabilityCalculates probabilities for the Arithmetic Brownian Motion
calcGBMProbabilityCalculates probabilities for the Geometric Brownian Motion
calcRedemptionProbabilitiesRedemption Probabilities for Express Certificates
ExpressCertificate.ClassicAnalytical and numerical pricing of Classic Express...
GeometricBrownianMotionSimulate paths from a Arithmetic or Geometric Brownian Motion
getRedemptionTimeRedemption times
MonteCarlo.ExpressCertificate.ClassicMonte Carlo valuation of Classic Express Certificates
payoffExpressDefining payoff functions for Express Certificates
print.express.certificatePrint method for express certificates
simPricesAndMinimumFromGBMSimulation of the joint finite-dimensional distribution of...
simPricesAndMinimumFromTruncatedGBMSimulation of the joint finite-dimensional distribution of a...
SimulateExpressCertificateMonte Carlo Valuation of Express Certificates
fExpressCertificates documentation built on May 29, 2017, 12:19 p.m.