histIdxScen: Historical Index Scenario for 5 Indices over 175 Months
In vamc: A Monte Carlo Valuation Framework for Variable Annuities
Description
Usage
Format
Remark
Source
Description
A dataset containing a matrix, number of indices (5) by
number of time steps (175), of observed historical returns
for each index in each of time step in the past.
Usage
1
Format
A data frame with dimensions 175 rows and 10 columns:
- FIXED
historical return for index "FIXED" in one month
- INT
historical return for index "INT" in one month
- MONEY
historical return for index "MONEY" in one month
- SMALL
historical return for index "SMALL" in one month
- US
historical return for index "US" in one month
...
Remark
These historical index scenarios were assessed on 2008-09-12
Source
http://www.math.uconn.edu/~gan/software.html
vamc documentation built on Feb. 28, 2020, 5:08 p.m.
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Description Usage Format Remark Source
Description
A dataset containing a matrix, number of indices (5) by number of time steps (175), of observed historical returns for each index in each of time step in the past.
Usage
1 |
Format
A data frame with dimensions 175 rows and 10 columns:
- FIXED
historical return for index "FIXED" in one month
- INT
historical return for index "INT" in one month
- MONEY
historical return for index "MONEY" in one month
- SMALL
historical return for index "SMALL" in one month
- US
historical return for index "US" in one month
...
Remark
These historical index scenarios were assessed on 2008-09-12
Source
http://www.math.uconn.edu/~gan/software.html
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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