Package: fExpressCertificates
Type: Package
Title: fExpressCertificates - Structured Products Valuation for
ExpressCertificates/Autocallables
Version: 1.2
Date: 2013-03-14
Author: Stefan Wilhelm
Maintainer: Stefan Wilhelm <stefan.wilhelm@financial.com>
Depends: R (>= 2.15.0), mvtnorm, tmvtnorm, fCertificates, Matrix
Description: Collection of pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables)
License: GPL (>= 2)
LazyLoad: yes
URL: http://www.r-project.org
Packaged: 2013-08-30 14:51:38 UTC; stefan_admin
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2013-08-30 19:24:44
providing 
.