Man pages for valuer
Pricing of Variable Annuities
| calc_account | Calculates the account |
| constant_parameters | Constant parameter class |
| data_gatherer | Simple data gatherer |
| financials_BBM2010 | BBM2010 financial processes |
| financials_BMOP2011 | BMOP2011 financial processes |
| financials_BZ2016 | BZ2016 financial processes |
| financials_BZ2016bis | BZ2016bis financial processes |
| GMAB | Variable Annuity with GMAB guarantee |
| GMAB_GMDB | Variable Annuity with GMAB and GMDB guarantees |
| GMDB | Variable Annuity with GMDB guarantee |
| GMIB | Variable Annuity with GMIB guarantee |
| GMWB | Variable Annuity with GMWB guarantee |
| makeham | Makeham's intensity of mortality |
| mc_gatherer | Monte Carlo gatherer |
| mortality_BBM2010 | BBM2010 demographic processes |
| mortality_BMOP2011 | BMOP2011 demographic processes |
| mu | Weibull intensity of mortality |
| payoff_GMWB | GMWB payoff class |
| payoff_guarantee | Generic guarantee payoff class |
| payoff_ratchet | Ratchet payoff class |
| payoff_rollup | Roll-up of premiums payoff class |
| penalty_class | Surrender penalty class |
| sq | Square root utility function |
| va_bs_engine | Variable Annuity pricing engine with GBM |
| va_bs_engine2 | Variable Annuity pricing engine with GBM and generic... |
| va_engine | Generic Variable Annuity pricing engine |
| va_mkh_engine | Variable Annuity pricing engine with GBM and Makeham |
| va_pde_pricer | PDE Pricing of Variable Annuity |
| va_product | Generic Variable Annuity product class |
| va_sde_engine | General Variable Annuity pricing engine |
| va_sde_engine2 | Variable Annuity pricing engine with general financial... |
| va_sde_engine3 | Variable Annuity pricing engine with general fund processes... |
| yr_fractions | Normalizes a timeDate sequence into year fractions |
