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++.

Install the latest version of this package by entering the following in R:
install.packages("ESGtoolkit")
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

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