Scenarios: Scenarios class

Description Details

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 Nov. 30, 2020, 1:06 a.m.