fCertificates (0.5-4)

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Basics of Certificates and Structured Products Valuation.

http://www.r-project.org
http://cran.r-project.org/web/packages/fCertificates

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

Maintainer: Stefan Wilhelm
Author(s): Stefan Wilhelm <wilhelm@financial.com>

License: GPL (>= 2)

Uses: fBasics, fExoticOptions, fOptions
Reverse depends: fExpressCertificates

Released about 4 years ago.


2 previous versions

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