Provides pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables).
| Version: | 1.3 |
| Depends: | R (≥ 2.15.0), tmvtnorm, fCertificates |
| Imports: | mvtnorm, Matrix, fExoticOptions, fOptions |
| Published: | 2019-01-10 |
| Author: | Stefan Wilhelm |
| Maintainer: | Stefan Wilhelm <stefan.wilhelm at financial.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://www.r-project.org |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | fExpressCertificates results |
| Reference manual: | fExpressCertificates.pdf |
| Package source: | fExpressCertificates_1.3.tar.gz |
| Windows binaries: | r-devel: fExpressCertificates_1.3.zip, r-release: fExpressCertificates_1.3.zip, r-oldrel: fExpressCertificates_1.3.zip |
| macOS binaries: | r-release (arm64): fExpressCertificates_1.3.tgz, r-oldrel (arm64): fExpressCertificates_1.3.tgz, r-release (x86_64): fExpressCertificates_1.3.tgz, r-oldrel (x86_64): fExpressCertificates_1.3.tgz |
| Old sources: | fExpressCertificates archive |
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