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fExpressCertificates: fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables
Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)
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Package details |
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| Author | Stefan Wilhelm |
| Maintainer | Stefan Wilhelm <stefan.wilhelm@financial.com> |
| License | GPL (>= 2) |
| Version | 1.2 |
| URL | http://www.r-project.org |
| Package repository | View on R-Forge |
| Installation |
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