fCertificates: fCertificates - Basics of Certificates and Structured Products Valuation

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

AuthorStefan Wilhelm <wilhelm@financial.com>
Date of publication2014-04-22 13:34:34
MaintainerStefan Wilhelm <wilhelm@financial.com>
LicenseGPL (>= 2)
Version0.5-3
http://www.r-project.org

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

Functions

AirbagCertificate Man page
BonusCertificate Man page
BonusProCertificate Man page
CappedBonusCertificate Man page
CappedReverseBonusCertificate Man page
CoveredCall Man page
DiscountCall Man page
DiscountCertificate Man page
DiscountPlusCertificate Man page
DiscountPut Man page
DoubleBarrierBinaryCall Man page
EasyExpressCertificate Man page
GarantieCertificate Man page
GuaranteeCertificate Man page
implyVolatility Man page
InlineWarrant Man page
LeveragedBonusCertificate Man page
OutperformanceCertificate Man page
OutperformancePlusCertificate Man page
ReturnCertificate Man page
ReverseBonusCertificate Man page
ReverseCappedBonusCertificate Man page
ReverseConvertible Man page
ReverseConvertiblePlusPro Man page
ReverseDiscountCertificate Man page
ReverseDiscountPlusCertificate Man page
ReverseOutperformanceCertificate Man page
SprintCertificate Man page
Straddle Man page
Strangle Man page
TurboCertificate Man page
TwinWinCertificate Man page
Warrant Man page

Files

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

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