fCertificates: fCertificates - Basics of Certificates and Structured Products Valuation

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

Version: 0.5-2
Depends: R (≥ 2.6.0), fBasics, fOptions, fExoticOptions
Published: 2010-05-16
Author: Stefan Wilhelm
Maintainer: Stefan Wilhelm <wilhelm at financial.com>
License: GPL (≥ 2)
URL: http://www.r-project.org
NeedsCompilation: no
CRAN checks: fCertificates results

Downloads:

Package source: fCertificates_0.5-2.tar.gz
MacOS X binary: fCertificates_0.5-2.tgz
Windows binary: fCertificates_0.5-2.zip
Reference manual: fCertificates.pdf