Man pages for Techtonique/ESGtoolkit
Toolkit for Monte Carlo Simulations
| calculatereturns | Calculate returns or log-returns for multivariate time series |
| esgcortest | Correlation test for shocks |
| esgdiscountfactor | Stochastic Discount Factors |
| esgfwdrates | Instantaneous forward rates |
| esgmartingaletest | Test for martingale property and market consistency |
| esgmccv | Convergence of Monte Carlo prices |
| esgmcprices | Estimation of discounted asset prices |
| esgplotbands | Plot time series percentiles and confidence intervals |
| esgplotshocks | Visualize the dependence between Gaussian shocks |
| esgplotts | Plot time series objects |
| forwardrates | Forward rates extraction |
| simdiff | Simulation of diffusion processes |
| simshocks | Simulation of Gaussian shocks for risk factors |
| ycextra | Yield curve or zero-coupon prices extrapolation |
| ycinter | Yield curve or zero-coupon prices interpolation |
