Man pages for vamc
A Monte Carlo Valuation Framework for Variable Annuities

ageOnePolicyAge a VA policy specified in inPolicy from currentDate...
agePortfolioAge a portfolio of VA policies specified in each inPolicy of...
buildCurveBootstrap discount factors from a yield curve.
calcMortFactorsCalculates the mortality factors (t - 1)px q(x + t - 1) and...
cForwardCurveConstant forward curve
fundMapFund map for 10 funds
genFundScenCalculate numScen-by-numIndex-by-numStep fund scenarios based...
genIndexScenSimulate a 3D array, numScen by numIndex by numStep, of...
genPortInceptionGenerate a portfolio of VA contracts at inception based on...
histDatesHistorical scenario dates
histIdxScenHistorical index scenario for 5 indices over 175 months
indexNamesIndex names
indexScen5 indices for 10 scenarios over 360 months
mCovcovariance matrix for 5 indices
mortTableMortality rate for male and female from ages 5 to 115
swapRateSwap rates across 30 years
valuateOnePolicyValuate a VA policy specified in inPolicy based on the...
valuatePortfolioValuate a portfolio VA policies specified in each curPolicy...
vamcvamc: A package for pricing a pool of variable annuities.
VAPortA randomly generated pool of variable annuities
vamc documentation built on May 2, 2019, 3:27 p.m.