Toolkit for Monte Carlo simulations of financial assets and interest rates models, involved in an Economic Scenario Generator (ESG). The underlying simulation loops have been implemented in C++.
|Author||Jean-Charles Croix, Thierry Moudiki, Frederic Planchet, Wassim Youssef|
|Date of publication||2014-06-13 06:17:14|
|Maintainer||Thierry Moudiki <firstname.lastname@example.org>|
|License||GPL-2 | GPL-3|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.