Last data update: 2014.03.03

Data Source

R Release (3.2.3)
CranContrib
BioConductor
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Results 1 - 10 of 28 found.
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OutperformanceCertificate (Package: fCertificates) : Outperformance Certificate valuation using pricing by duplication

values a Outperformance Certificate using pricing by duplication
● Data Source: CranContrib
● Keywords: math
● Alias: OutperformanceCertificate
● 0 images

CappedBonusCertificate (Package: fCertificates) : Capped Bonus Certificate valuation using pricing by duplication

This function values a Capped Bonus Certificate using pricing by duplication and the Generalized Black/Scholes formula.
● Data Source: CranContrib
● Keywords: math
● Alias: CappedBonusCertificate
● 0 images

ReverseOutperformanceCertificate (Package: fCertificates) : Reverse Outperformance Certificatevaluation using pricing by duplication

values a Reverse Outperformance Certificate using pricing by duplication
● Data Source: CranContrib
● Keywords: math
● Alias: ReverseOutperformanceCertificate
● 0 images

ReverseConvertiblePlusPro (Package: fCertificates) : Reverse Convertible Plus Pro Certificate valuation using pricing by duplication

values a Reverse Convertible Plus Pro Certificate using pricing by duplication
● Data Source: CranContrib
● Keywords: math
● Alias: ReverseConvertiblePlusPro
● 0 images

implyVolatility (Package: fCertificates) :

The function implies the volatility of the certificate with one-dimensional Newton/Raphson method
● Data Source: CranContrib
● Keywords: math
● Alias: implyVolatility
● 0 images

ReverseConvertible (Package: fCertificates) : Reverse Convertible Certificate valuation using pricing by duplication

values a Reverse Convertible Certificate using pricing by duplication
● Data Source: CranContrib
● Keywords: math
● Alias: ReverseConvertible
● 0 images

SprintCertificate (Package: fCertificates) : Sprint Certificate valuation using pricing by duplication

This function values a Sprint Certificate using pricing by duplication and the Generalized Black/Scholes formula.
● Data Source: CranContrib
● Keywords: math
● Alias: SprintCertificate
● 0 images

Straddle (Package: fCertificates) : Straddle valuation

valuation of a long Straddle strategy (one long call + one long put with same strike price) using pricing by duplication
● Data Source: CranContrib
● Keywords: math
● Alias: Straddle
● 0 images

TwinWinCertificate (Package: fCertificates) : Twin Win Certificate valuation using pricing by duplication

This function values a Twin Win Certificate using pricing by duplication and the Generalized Black/Scholes formula.
● Data Source: CranContrib
● Keywords: math
● Alias: TwinWinCertificate
● 0 images

CappedWarrant (Package: fCertificates) : Capped Warrant (Discount Call/Discount Put) valuation using pricing by duplication

This function values a Capped Warrant (Discount Call/Discount Put) Certificate using pricing by duplication and the Generalized Black/Scholes formula.
● Data Source: CranContrib
● Keywords: math
● Alias: DiscountCall, DiscountPut
● 0 images