freaqEst: scenarios table and prior distribution for changes in SWAP2YR...
In R-Finance/Meucci: Collection of functionality ported from the MATLAB code of Attilio Meucci.
Description
Author(s)
References
Description
scenarios table and prior distribution for changes in
SWAP2YR SWAP10YR CDXIG S&P500 DollarIndex Crude Gold VIX
10YRInflationSwapRate
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, "Stress-Testing with Fully Flexible Causal
Inputs" http://symmys.com/node/152
R-Finance/Meucci documentation built on May 8, 2019, 3:52 a.m.
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Description Author(s) References
Description
scenarios table and prior distribution for changes in SWAP2YR SWAP10YR CDXIG S&P500 DollarIndex Crude Gold VIX 10YRInflationSwapRate
Author(s)
Xavier Vallsflamejat@gmail.com
References
A. Meucci, "Stress-Testing with Fully Flexible Causal Inputs" http://symmys.com/node/152
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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