ESG-package: ESG - Economic Scenario Generator

Description Details

Description

Risk neutral Economic Scenario Generator.

Details

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.