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

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++.

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

View on CRAN

Files

ESGtoolkit
ESGtoolkit/inst
ESGtoolkit/inst/doc
ESGtoolkit/inst/doc/ESG2toolkit_Intro_062014.R
ESGtoolkit/inst/doc/ESG2toolkit_Intro_062014.pdf
ESGtoolkit/inst/doc/ESG2toolkit_Intro_062014.Rnw
ESGtoolkit/src
ESGtoolkit/src/esg2.cpp
ESGtoolkit/src/RcppExports.cpp
ESGtoolkit/NAMESPACE
ESGtoolkit/R
ESGtoolkit/R/code.R ESGtoolkit/R/RcppExports.R
ESGtoolkit/vignettes
ESGtoolkit/vignettes/mabiblio.bib
ESGtoolkit/vignettes/ESG2toolkit_Intro_062014.Rnw
ESGtoolkit/MD5
ESGtoolkit/build
ESGtoolkit/build/vignette.rds
ESGtoolkit/DESCRIPTION
ESGtoolkit/man
ESGtoolkit/man/esgmartingaletest.Rd ESGtoolkit/man/esgcortest.Rd ESGtoolkit/man/ESGtoolkit-package.Rd ESGtoolkit/man/esgplotbands.Rd ESGtoolkit/man/esgfwdrates.Rd ESGtoolkit/man/esgplotts.Rd ESGtoolkit/man/esgplotshocks.Rd ESGtoolkit/man/esgmccv.Rd ESGtoolkit/man/esgdiscountfactor.Rd ESGtoolkit/man/esgmcprices.Rd ESGtoolkit/man/simdiff.Rd ESGtoolkit/man/simshocks.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.