Man pages for ESGtoolkit
Toolkit for Monte Carlo Simulations
| esgcortest | Correlation tests for the shocks |
| esgdiscountfactor | Stochastic discount factors or discounted values |
| esgfwdrates | Instantaneous forward rates |
| esgmartingaletest | Martingale and market consistency tests |
| esgmccv | Convergence of Monte Carlo prices |
| esgmcprices | Estimation of discounted asset prices |
| esgplotbands | Plot time series percentiles and confidence intervals |
| esgplotshocks | Visualize the dependence between 2 gaussian shocks |
| esgplotts | Plot time series objects |
| simdiff | Simulation of diffusion processes. |
| simshocks | Underlying gaussian shocks for risk factors' simulation. |
