Scenarios: Scenarios class
In ESG: A Package for Asset Projection
Scenarios R Documentation
Scenarios class
Description
This is the main class of the package. It has several
method to read and write the parameters.
Details
- ParamsScenarios
A ParamsScenarios
object containing the risk parameters
- ForwardRates
The forward rates
- ZCRates
Volatility for rates in vasicek model
- shortRatePaths
The short rate generated paths
- stockPaths
The stock generated paths
- realEstatePaths
The real estate generated paths
- liquiditySpreadPaths
The liquidity spread
generated paths
- liquiditySpreadPaths
The liquidity spread
generated paths
- defaultSpreadPaths
The default spread generated
paths
ESG documentation built on Aug. 29, 2023, 5:08 p.m.
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| Scenarios | R Documentation |
Scenarios class
Description
This is the main class of the package. It has several method to read and write the parameters.
Details
- ParamsScenarios
A ParamsScenarios object containing the risk parameters
- ForwardRates
The forward rates
- ZCRates
Volatility for rates in vasicek model
- shortRatePaths
The short rate generated paths
- stockPaths
The stock generated paths
- realEstatePaths
The real estate generated paths
- liquiditySpreadPaths
The liquidity spread generated paths
- liquiditySpreadPaths
The liquidity spread generated paths
- defaultSpreadPaths
The default spread generated paths
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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