ESG: A Package for Asset Projection

Presents a "Scenarios" class containing general parameters, risk parameters and projection results. Risk parameters are gathered together into a ParamsScenarios sub-object. The general process for using this package is to set all needed parameters in a Scenarios object, use the customPathsGeneration method to proceed to the projection, then use xxx_PriceDistribution() methods to get asset prices.

Package details

AuthorJean-Charles Croix, Thierry Moudiki, Frédéric Planchet, Wassim Youssef
MaintainerWassim Youssef <Wassim.G.Youssef@gmail.com>
LicenseGPL (>= 2)
Version1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ESG")

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ESG documentation built on Aug. 29, 2023, 5:08 p.m.