fCertificates: fCertificates - Basics of Certificates and Structured Products Valuation

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Collection of pricing by duplication methods for popular structured products ("Zertifikate")

Author
Stefan Wilhelm <wilhelm@financial.com>
Date of publication
2014-04-22 13:34:34
Maintainer
Stefan Wilhelm <wilhelm@financial.com>
License
GPL (>= 2)
Version
0.5-3
URLs

View on R-Forge

Man pages

AirbagCertificate
Airbag Certificate valuation using pricing by duplication
BonusCertificate
Bonus Certificate valuation using pricing by duplication
BonusProCertificate
Bonus Pro Certificate valuation using pricing by duplication
CappedBonusCertificate
Capped Bonus Certificate valuation using pricing by...
CappedReverseBonusCertificate
Capped Reverse Bonus Certificate valuation using pricing by...
DiscountCall
Capped Warrant (Discount Call/Discount Put) valuation using...
DiscountCertificate
Discount Certificate valuation using pricing by duplication...
DiscountPlusCertificate
DiscountPlus Certificate valuation using pricing by...
DoubleBarrierBinaryCall
Double Barrier Binary Call valuation using pricing by...
EasyExpressCertificate
Easy Express Certificate valuation using pricing by...
GarantieCertificate
Guarantee Certificate valuation using pricing by duplication
implyVolatility
imply the volatility of the certificate with Newton/Raphson
LeveragedBonusCertificate
Leveraged Bonus Certificate valuation using pricing by...
OutperformanceCertificate
Outperformance Certificate valuation using pricing by...
OutperformancePlusCertificate
Outperformance Plus Certificate valuation using pricing by...
ReturnCertificate
Return Certificate valuation using pricing by duplication
ReverseBonusCertificate
Reverse Bonus Certificate valuation using pricing by...
ReverseConvertible
Reverse Convertible Certificate valuation using pricing by...
ReverseConvertiblePlusPro
Reverse Convertible Plus Pro Certificate valuation using...
ReverseDiscountCertificate
Reverse Discount Certificate valuation using pricing by...
ReverseDiscountPlusCertificate
Reverse Discount Plus Certificate valuation using pricing by...
ReverseOutperformanceCertificate
Reverse Outperformance Certificatevaluation using pricing by...
SprintCertificate
Sprint Certificate valuation using pricing by duplication
Straddle
Straddle valuation
Strangle
Strangle valuation
TurboCertificate
Turbo Certificate valuation
TwinWinCertificate
Twin Win Certificate valuation using pricing by duplication
Warrant
Warrant valuation using pricing by duplication

Files in this package

fCertificates/DESCRIPTION
fCertificates/NAMESPACE
fCertificates/NEWS
fCertificates/R
fCertificates/R/Certificates.R
fCertificates/R/InlineOptionsschein.R
fCertificates/R/PartialTimeBarrierOption.R
fCertificates/R/Strangle.R
fCertificates/inst
fCertificates/inst/CITATION
fCertificates/inst/doc
fCertificates/inst/doc/Produkttypenbeschreibung_E_29_09_2009.pdf
fCertificates/inst/doc/index.html
fCertificates/man
fCertificates/man/AirbagCertificate.Rd
fCertificates/man/BonusCertificate.Rd
fCertificates/man/BonusProCertificate.Rd
fCertificates/man/CappedBonusCertificate.Rd
fCertificates/man/CappedReverseBonusCertificate.Rd
fCertificates/man/DiscountCall.Rd
fCertificates/man/DiscountCertificate.Rd
fCertificates/man/DiscountPlusCertificate.Rd
fCertificates/man/DoubleBarrierBinaryCall.Rd
fCertificates/man/EasyExpressCertificate.Rd
fCertificates/man/GarantieCertificate.Rd
fCertificates/man/LeveragedBonusCertificate.Rd
fCertificates/man/OutperformanceCertificate.Rd
fCertificates/man/OutperformancePlusCertificate.Rd
fCertificates/man/ReturnCertificate.Rd
fCertificates/man/ReverseBonusCertificate.Rd
fCertificates/man/ReverseConvertible.Rd
fCertificates/man/ReverseConvertiblePlusPro.Rd
fCertificates/man/ReverseDiscountCertificate.Rd
fCertificates/man/ReverseDiscountPlusCertificate.Rd
fCertificates/man/ReverseOutperformanceCertificate.Rd
fCertificates/man/SprintCertificate.Rd
fCertificates/man/Straddle.Rd
fCertificates/man/Strangle.Rd
fCertificates/man/TurboCertificate.Rd
fCertificates/man/TwinWinCertificate.Rd
fCertificates/man/Warrant.Rd
fCertificates/man/implyVolatility.Rd