Esg Based on a G2++ Model

bs | BS: constructor |

BS-class | Black & Scholes |

calibrate | Rate model calibration |

curvezc | Zero Coupon Curve: constructor |

deflator | G2 ++ model: deflator |

draw | Draw method for VSK |

g2 | G2 ++ model: constructor |

G2-class | G2 Model |

genW | Generate correlated variables |

price_swaption | Swaptions prices |

project | G2 ++ model: projection |

rate2zcp | Zero Coupon Price |

swaptions | Swaptions: constructor |

Swaptions-class | Swaptions |

test_deflator | Deflator test |

test_martingal | BS: Martingal test |

traj | BS: get trajectories |

trajv | VSK: get trajectories |

vsk | VSK: constructor |

VSK-class | Vasicek model |

ZCCurve-class | Zero Coupon Curve |

zcp2rate | Rate computation |

zctable | G2 ++ model: construction of a zero coupon prices table. |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.