ESG-package: ESG - Economic Scenario Generator

Description Details


Risk neutral Economic Scenario Generator.


Package: ESG
Type: Package
Version: 0.1
Date: 2013-01-13
License: GNU
Depends: methods

The package is build around the "Scenarios" object.

Use the dedicated methods to set all the needed parameters then use the customPathsGeneration() method to proceed to the asset projection.

ESG documentation built on May 30, 2017, 12:34 a.m.