ESGtoolkit: Toolkit for the simulation of financial assets and interest rates models.
Version 0.1

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++.

Package details

AuthorJean-Charles Croix, Thierry Moudiki, Frederic Planchet, Wassim Youssef
Date of publication2014-06-13 06:17:14
MaintainerThierry Moudiki <thierry.moudiki@gmail.com>
LicenseGPL-2 | GPL-3
Version0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ESGtoolkit")

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ESGtoolkit documentation built on May 29, 2017, 6:15 p.m.