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

ageOnePolicyAge One Policy
agePortfolioAge a Portfolio
buildCurveBuild Curve
calcMortFactorsCalculate Mortality Factors
cForwardCurveConstant Forward Curve
fundMapFund Map for 10 Funds
genFundScenGenerate Fund Scenerio
genIndexScenGenerate Index Scenerio
genPortInceptionGenerate Portfolio at Inception
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 One Policy
valuatePortfolioValuate a Portfolio
vamcvamc: A package for pricing a pool of variable annuities.
VAPortA Randomly Generated Pool of Variable Annuities
vamc documentation built on Feb. 28, 2020, 5:08 p.m.