Man pages for valuer
Pricing of Variable Annuities

calc_accountCalculates the account
constant_parametersConstant parameter class
data_gathererSimple data gatherer
financials_BBM2010BBM2010 financial processes
financials_BMOP2011BMOP2011 financial processes
financials_BZ2016BZ2016 financial processes
financials_BZ2016bisBZ2016bis financial processes
GMABVariable Annuity with GMAB guarantee
GMAB_GMDBVariable Annuity with GMAB and GMDB guarantees
GMDBVariable Annuity with GMDB guarantee
GMIBVariable Annuity with GMIB guarantee
GMWBVariable Annuity with GMWB guarantee
makehamMakeham's intensity of mortality
mc_gathererMonte Carlo gatherer
mortality_BBM2010BBM2010 demographic processes
mortality_BMOP2011BMOP2011 demographic processes
muWeibull intensity of mortality
payoff_GMWBGMWB payoff class
payoff_guaranteeGeneric guarantee payoff class
payoff_ratchetRatchet payoff class
payoff_rollupRoll-up of premiums payoff class
penalty_classSurrender penalty class
sqSquare root utility function
va_bs_engineVariable Annuity pricing engine with GBM
va_bs_engine2Variable Annuity pricing engine with GBM and generic...
va_engineGeneric Variable Annuity pricing engine
va_mkh_engineVariable Annuity pricing engine with GBM and Makeham
va_pde_pricerPDE Pricing of Variable Annuity
va_productGeneric Variable Annuity product class
va_sde_engineGeneral Variable Annuity pricing engine
va_sde_engine2Variable Annuity pricing engine with general financial...
va_sde_engine3Variable Annuity pricing engine with general fund processes...
yr_fractionsNormalizes a timeDate sequence into year fractions
valuer documentation built on May 2, 2019, 3:43 p.m.