Package: fExpressCertificates
Type: Package
Title: Structured Products Valuation for
        ExpressCertificates/Autocallables
Version: 1.3
Date: 2019-01-08
Author: Stefan Wilhelm
Maintainer: Stefan Wilhelm <stefan.wilhelm@financial.com>
Depends: R (>= 2.15.0), tmvtnorm, fCertificates
Imports: mvtnorm, Matrix, fExoticOptions, fOptions
Encoding: latin1
Description: Provides pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables).
License: GPL (>= 2)
LazyLoad: yes
URL: https://www.r-project.org
NeedsCompilation: no
Packaged: 2019-01-09 22:08:18 UTC; stefan
Repository: CRAN
Date/Publication: 2019-01-10 00:10:03 UTC
