Man pages for ZScore314/ESG
Economic Scenario Generator for Asset Modeling
| CalCIR1f | Calibrate 1-factor CIR Model using the Maximum Likelihood... |
| CalEquityILN | Calibrate Equity Returns using |
| CalILN | Calibrate Independent LogNormal Parameters |
| CalVasicek1f | Calibrate 1-factor Vasicek Model using the Maximum Likelihood... |
| cas_inflation_vas1f | Default Inflation Parameters (CAS-SOA) |
| cas_rates_vas2f | Default 2 factor Vasicek Real Interest Rate Parameters... |
| CIR1fPrice | Bond Price under 1-factor CIR Model |
| CIR1fYield | Bond Yield under 1-factor CIR Model |
| CIRPrice | Bond Price under CIR Model |
| CIRYield | Bond Yield under CIR Model |
| CreatePWL | Create Piecewise Linear from Simulation |
| dot-GetStates | Get states vector of regime switching process |
| dot-SimDiffusion | Simulate mean reverting diffusion process |
| dot-Vas2FA | Calculate A parameter of 2 factor Vasicek Model |
| dot-Vas2FB1 | Calculate B1 parameter of 2 factor Vasicek Model |
| dot-Vas2FB2 | Calculate B2 parameter of 2 factor Vasicek Model |
| equity | Historical S&P500 Monthly Returns |
| GetTreasuries | Get Treasury Yield Curve as of given date |
| gg_funnel | Funnel Uncertainty Plot |
| inflation | Historical CPI & Inflation |
| long_rates | Historical Yield on U.S. Treasury Securities at 10-Year... |
| pipe | Pipe operator |
| quibble | Quantile Summary of distribution |
| short_rates | Historical Yield on U.S. Treasury Securities at 3-Month... |
| SimCIR1F | Simulate 1 factor Cox Ingersoll Ross (CIR) model |
| SimEquityILN | Simulate Independent Lognormal (ILN) |
| SimEquityRSLN | Regime Switching LogNormal Equity Return Model |
| SimVasicek1F | Simulate 1 factor Vasicek model |
| SimVasicek2F | Simulate 2 factor Vasicek Model (stochastic mean reverting... |
| Vas2FBondPrice | Bond Price using 2 factor Vasicek Model |
| Vas2FBondYield | Bond Yield using 2 factor Vasicek Model |
| Vasicek1fPrice | Price of bond under 1-factor Vasicek Model |
| Vasicek2fPrice | Bond Price under 2-factor Vasicek Model |
| Vasicek2fYield | Bond Yield under 2-factor Vasicek Model |
| VasicekPrice | Price of bond under Vasicek Model |
| VasicekYield | Bond Yield under 1-factor Vasicek Model |
