NEWS.md
In IvanZoccolan/valuer: Pricing of Variable Annuities
valuer 1.1.2
- Argument checks in fair_fee to prevent convergence failures (#3).
- Added va_bs_engine2 to price with a GBM fund and stochastic mortality.
- Added the function va_pde_pricer which prices a VA by PDE methods.
- Fixed R CMD check warns when symbols are not explicitly registered with dynamic lookup disabled
valuer 1.1.1
- Fixed an heap overflow bug in valuer's C code that could crash R (#2).
- Fixed the ratchet_payoff class (#1).
- Added va_sde_engine3 to price under the assumption the interest rate is constant, the intersity of mortality is given by the Weibull function and the underlying fund is specified by a system of SDEs.
IvanZoccolan/valuer documentation built on May 7, 2019, 6:45 a.m.
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.
valuer 1.1.2
- Argument checks in fair_fee to prevent convergence failures (#3).
- Added va_bs_engine2 to price with a GBM fund and stochastic mortality.
- Added the function va_pde_pricer which prices a VA by PDE methods.
- Fixed R CMD check warns when symbols are not explicitly registered with dynamic lookup disabled
valuer 1.1.1
- Fixed an heap overflow bug in valuer's C code that could crash R (#2).
- Fixed the ratchet_payoff class (#1).
- Added va_sde_engine3 to price under the assumption the interest rate is constant, the intersity of mortality is given by the Weibull function and the underlying fund is specified by a system of SDEs.
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.
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.