API for fExpressCertificates
fExpressCertificates - Structured Products Valuation for ExpressCertificates/Autocallables
| Global functions | |
|---|---|
| ArtihmeticBrownianMotion | Man page |
| BM | Man page |
| BrownianMotion | Man page |
| Conditional.MonteCarlo.ExpressCertificate.Classic | Man page |
| ExpressCertificate.Classic | Man page |
| GBM | Man page |
| GeometricBrownianMotion | Man page |
| GeometricBrownianMotionMatrix | Man page |
| MonteCarlo.ExpressCertificate | Man page |
| MonteCarlo.ExpressCertificate.Classic | Man page |
| MonteCarloStopProbabilities | Man page |
| SimulateExpressBonusCertificate | Man page |
| SimulateExpressClassicCertificate | Man page |
| SimulateGenericExpressCertificate | Man page |
| calcBMProbability | Man page |
| calcBrownianMotionProbability | Man page |
| calcGBMProbability | Man page |
| calcRedemptionProbabilities | Man page |
| calcStopProbabilities | Man page |
| calculateProbabilityBrownianMotion | Man page |
| calculateProbabilityGeometricBrownianMotion | Man page |
| dBrownianBridgeMinimum | Man page |
| getRedemptionTime | Man page |
| getRedemptionTimesForMatrix | Man page |
| payoffExpressBonusType1 | Man page |
| payoffExpressCappedBonusType1 | Man page |
| payoffExpressClassic | Man page |
| payoffExpressML0AN5 | Man page |
| print.express.certificate | Man page |
| rBrownianBridgeMinimum | Man page |
| simExpressPriceMVN | Man page |
| simExpressPriceTMVN | Man page |
| simPricesAndMinimumFromGBM | Man page |
| simPricesAndMinimumFromGBM2 | Man page |
| simPricesAndMinimumFromTruncatedGBM | Man page |
| simRedemptionProbabilities | Man page |
