Package: fExoticOptions
Version: 270.74
Date: 1997 - 2008
Title: Exotic Option Valuation
Author: Diethelm Wuertz and many others, see the SOURCE file
Depends: R (>= 2.4.0), methods, fBasics, fOptions
Maintainer: Rmetrics Core Team <Rmetrics-core@r-project.org>
Description: Environment for teaching "Financial Engineering and Computational Finance"
NOTE: SEVERAL PARTS ARE STILL PRELIMINARY AND MAY BE CHANGED IN THE FUTURE.
THIS TYPICALLY INCLUDES FUNCTION AND ARGUMENT NAMES,
AS WELL AS DEFAULTS FOR ARGUMENTS AND RETURN VALUES.
LazyLoad: yes
LazyData: yes
License: GPL (>= 2)
URL: http://www.rmetrics.org
Packaged: Mon Oct 27 15:25:17 2008; yankee

Title: Rmetrics - Pricing and Evaluating Exotic Option
Description: Provides a collection of functions to evaluate
barrier options, Asian options, binary options, currency
translated options, lookback options, multiple asset options
Depends: R (>= 2.15.1), timeDate, timeSeries, fBasics, fOptions
Packaged: 2017-11-17 06:21:12 UTC; Tobias Setz

Title: fExpressCertificates - Structured Products Valuation for
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)
Packaged: 2013-08-30 14:51:38 UTC; stefan_admin

Title: Structured Products Valuation for
Depends: R (>= 2.15.0), tmvtnorm, fCertificates
Imports: mvtnorm, Matrix, fExoticOptions, fOptions
Description: Provides pricing by duplication and Monte Carlo methods for Express Certificates products (also known as Autocallables).

Title: Financial Software Collection - fExtremes
Description: fExtremes Library from Rmetrics -
Packaged: Sun Jul  4 13:38:19 2004; myself

Packaged: Tue Oct 12 21:51:39 2004; myself

Depends: R (>= 1.9.0), methods, fBasics, fCalendar, fSeries, fMultivar
Packaged: Wed Apr 20 00:11:04 2005; myself

Packaged: Mon May 16 17:11:02 2005; myself

Title: Rmetrics - Extreme Financial Market Data
Depends: R (>= 2.4.0), methods, timeDate, timeSeries, fBasics, fGarch,