API for Techtonique/esgtoolkit
Toolkit for Monte Carlo Simulations
| Global functions | |
|---|---|
| .onAttach | Source code |
| CDRVineSim | Source code |
| TAG | Source code |
| TAGcorecpp | Source code |
| bands.add | Source code |
| bands.plot | Source code |
| bootstrapswapcurve | Source code |
| calculatereturns | Man page Source code |
| call_localoptim | Source code |
| coeffs | Source code |
| debug_print | Source code |
| deviance | Source code |
| esgcortest | Source code |
| esgdiscountfactor | Source code |
| esgfwdrates | Source code |
| esgmartingaletest | Source code |
| esgmccv | Source code |
| esgmcprices | Source code |
| esgplotbands | Source code |
| esgplotshocks | Source code |
| esgplotts | Source code |
| euriborfromprice | Source code Source code |
| fitted | Source code |
| forwardrates | Man page Source code |
| fwdrate | Source code Source code |
| hermitecubicspline | Source code Source code |
| martingale_test | Source code |
| multiStartoptim | Source code |
| pricefromeuribor | Source code Source code |
| rCIRESGcpp | Source code |
| rCIRESGcppexact | Source code |
| rGBMESGcpp | Source code |
| rGBMjumpskouESGcpp | Source code |
| rGBMjumpsnormESGcpp | Source code |
| rOUESGcpp | Source code |
| rOUESGcppexact | Source code |
| rUnif | Source code |
| residuals | Source code |
| rnormESG | Source code |
| rnormESGcpp | Source code |
| simdiff | Source code |
| simshocks | Source code |
| tZC_NS | Source code |
| tZC_NS_extra | Source code |
| tZC_SV | Source code |
| tZC_SV_extra | Source code |
| tZC_SW | Source code Source code |
| ycExtrapolation | Source code |
| ycInterpolation | Source code |
| ycextra | Man page Source code |
| ycinter | Man page Source code |
