Last data update: 2014.03.03

fCertificates

Package: fCertificates
Version: 0.5-4
Date: 2015-04-12
Title: Basics of Certificates and Structured Products Valuation
Author: Stefan Wilhelm <wilhelm@financial.com>
Maintainer: Stefan Wilhelm <wilhelm@financial.com>
Depends: R (>= 2.6.0), fBasics, fOptions, fExoticOptions
Description: Collection of pricing by duplication methods for popular structured products ("Zertifikate").
License: GPL (>= 2)
URL: http://www.r-project.org
Encoding: latin1
NeedsCompilation: no
Packaged: 2015-04-12 09:55:48 UTC; stefan
Repository: CRAN
Date/Publication: 2015-04-13 08:11:16

● 0 images, 28 functions, 0 datasets
Reverse Depends: 1

Install log

* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'fCertificates' ...
** package 'fCertificates' successfully unpacked and MD5 sums checked
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
  converting help for package 'fCertificates'
    finding HTML links ... done
    AirbagCertificate                       html  
    BonusCertificate                        html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/BonusCertificate.Rd:34: missing file link 'StandardBarrierOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/BonusCertificate.Rd:51: missing file link 'StandardBarrierOption'
    BonusProCertificate                     html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/BonusProCertificate.Rd:34: missing file link 'PTSingleAssetBarrierOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/BonusProCertificate.Rd:72: missing file link 'PTSingleAssetBarrierOption'
    CappedBonusCertificate                  html  
    CappedReverseBonusCertificate           html  
    DiscountCall                            html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/DiscountCall.Rd:66: missing file link 'GBSOption'
    DiscountCertificate                     html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/DiscountCertificate.Rd:55: missing file link 'GBSOption'
    DiscountPlusCertificate                 html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/DiscountPlusCertificate.Rd:59: missing file link 'GBSOption'
    DoubleBarrierBinaryCall                 html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/DoubleBarrierBinaryCall.Rd:56: missing file link 'DoubleBarrierOption'
    EasyExpressCertificate                  html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/EasyExpressCertificate.Rd:34: missing file link 'CashOrNothingOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/EasyExpressCertificate.Rd:57: missing file link 'CashOrNothingOption'
    GarantieCertificate                     html  
    LeveragedBonusCertificate               html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/LeveragedBonusCertificate.Rd:34: missing file link 'StandardBarrierOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/LeveragedBonusCertificate.Rd:55: missing file link 'StandardBarrierOption'
    OutperformanceCertificate               html  
    OutperformancePlusCertificate           html  
    ReturnCertificate                       html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/ReturnCertificate.Rd:40: missing file link 'BinaryBarrierOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/ReturnCertificate.Rd:49: missing file link 'BinaryBarrierOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/ReturnCertificate.Rd:52: missing file link 'GBSOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/ReturnCertificate.Rd:52: missing file link 'BinaryBarrierOption'
    ReverseBonusCertificate                 html  
    ReverseConvertible                      html  
    ReverseConvertiblePlusPro               html  
    ReverseDiscountCertificate              html  
    ReverseDiscountPlusCertificate          html  
    ReverseOutperformanceCertificate        html  
    SprintCertificate                       html  
    Straddle                                html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/Straddle.Rd:41: missing file link 'GBSOption'
    Strangle                                html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/Strangle.Rd:39: missing file link 'GBSOption'
    TurboCertificate                        html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/TurboCertificate.Rd:58: missing file link 'StandardBarrierOption'
    TwinWinCertificate                      html  
    Warrant                                 html  
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/Warrant.Rd:30: missing file link 'GBSOption'
Rd warning: /tmp/RtmpHGOrix/R.INSTALL5fdb355007de/fCertificates/man/Warrant.Rd:46: missing file link 'GBSOption'
    implyVolatility                         html  
** building package indices
** testing if installed package can be loaded
* DONE (fCertificates)
Making 'packages.html' ... done