[R-SIG-Finance] TARN

[Krishna Kumar]

Hongchuan Xia wrote:
> Hi,
>
> Does anyone has codeing experience with respect to Target redemption note?
>
> TIA
>
> Hong
>
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sorry but this is way off-topic, Most tarns can be priced with MC and it 
is fairly straightforward to generate a path in R with flat vol, 
deterministic rates.
Have you had a go at this?.