Files in nathanesau/StocVal
Values embedded options in DB pension plan.
.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
NAMESPACE
R/VAR_model.R
R/benchmark.R
R/data.R
R/interestRateModels.R
R/pricingKernel.R
R/riskNeutral.R
R/valuation.R
README.md
StocVal.Rproj
data/Canada/Inflation/Inflation.xlsx
data/Canada/Inflation/cpi.csv
data/Canada/README.md
data/Canada/Stocks/SP_TSX.xlsx
data/Canada/Yields/Canada_Benchmark_Bond_Yields_10_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_2_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_3_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_5_year.csv
data/Canada/Yields/Canada_Benchmark_Bond_Yields_7_year.csv
data/Canada/Yields/Canada_Treasury_Bills_1_month.csv
data/Canada/Yields/Canada_Treasury_Bills_1_year.csv
data/Canada/Yields/process_data.R
data/Canada/Yields/yields_monthly.csv
data/Canada/Yields/yields_monthly.xlsx
data/Canada/Yields/~$yields_monthly.xlsx
data/Canada/combine_data.R
data/Canada/inflation.csv
data/Canada/stocks.csv
data/Canada/varinput_canada.Rda
data/Canada/yields.csv
data/SOA/soascenario.csv
data/US/DATA.xlsx
data/US/INFLATION.xlsx
data/US/SALARY.xlsx
data/US/SP500.xlsx
data/US/VAR_DATA.csv
data/US/YIELDS.xlsx
data/US/analyze.R
data/US/var_model.R
demo/benchmarkDemo.R
demo/interestModelsDemo.R
demo/pricing_kernel_4comp.R
demo/valuationDemo.R
demo/var_canada_demo_3comp.R
demo/var_canada_demo_4comp.R
demo/var_canada_demo_5comp.R
inst/doc/interestModels.pdf
inst/doc/valuation.pdf
man/A.Rd
man/B.Rd
man/CBP3CFV.Rd
man/NS_params.Rd
man/Phi.Rd
man/Sigma.Rd
man/accountValueNF.Rd
man/accountValueWF.Rd
man/bmarkScenarios.Rd
man/calibrate_VAR.Rd
man/cholesky.Rd
man/cholinput.Rd
man/compare_yield_fit.Rd
man/crspinput.Rd
man/cubic_spline.Rd
man/curve_extensionCF.Rd
man/curve_extensionNS.Rd
man/demoInfo.Rd
man/determScenario.Rd
man/ers.Rd
man/ersTotal.Rd
man/esga.Rd
man/esgin.Rd
man/eur_call_bsm.Rd
man/floorOption.Rd
man/floorOptionPBO.Rd
man/hull_white.Rd
man/hull_whiteBond.Rd
man/hw_theta.Rd
man/inflation_in.Rd
man/inflation_mean.Rd
man/inflationrs.Rd
man/meanScenarios.Rd
man/mortalityInfo.Rd
man/nyearZero.Rd
man/parYield.Rd
man/planSummaryDeterm.Rd
man/planSummaryStoc.Rd
man/planVariables.Rd
man/rpi.Rd
man/srinput.Rd
man/stocfloorOption.Rd
man/stocfloorOptionPBO.Rd
man/stochasticScenarios.Rd
man/surviveInfo.Rd
man/term1.Rd
man/term10.Rd
man/termAssumption.Rd
man/termStruct.Rd
man/var_ols.Rd
man/volterm.equity.Rd
man/volterm.inflation.Rd
notes/options_explanation.md
notes/options_explanation.pdf
reference/2013-pension-plan-embed-opt-val.pdf
reference/soa_documentation.pdf
vignettes/data_used-concordance.tex
vignettes/data_used.Rnw
vignettes/data_used.log
vignettes/data_used.pdf
vignettes/data_used.synctex.gz
vignettes/data_used.tex
vignettes/data_used_us-concordance.tex
vignettes/data_used_us.Rnw
vignettes/data_used_us.log
vignettes/data_used_us.pdf
vignettes/data_used_us.synctex.gz
vignettes/data_used_us.tex
vignettes/interestModels.Rnw
vignettes/interestModels.log
vignettes/interestModels.pdf
vignettes/interestModels.synctex.gz
vignettes/interestModels.tex
vignettes/pricing_kernel_demo-005.pdf
vignettes/pricing_kernel_demo-006.pdf
vignettes/pricing_kernel_demo-007.pdf
vignettes/pricing_kernel_demo-008.pdf
vignettes/pricing_kernel_demo-concordance.tex
vignettes/pricing_kernel_demo.Rnw
vignettes/pricing_kernel_demo.log
vignettes/pricing_kernel_demo.pdf
vignettes/pricing_kernel_demo.synctex.gz
vignettes/pricing_kernel_demo.tex
vignettes/valuation.Rnw
vignettes/valuation.log
vignettes/valuation.pdf
vignettes/valuation.synctex.gz
vignettes/valuation.tex
vignettes/var_canada_summary-001.pdf
vignettes/var_canada_summary-002.pdf
vignettes/var_canada_summary-003.pdf
vignettes/var_canada_summary-008.pdf
vignettes/var_canada_summary-009.pdf
vignettes/var_canada_summary-010.pdf
vignettes/var_canada_summary-011.pdf
vignettes/var_canada_summary-012.pdf
vignettes/var_canada_summary-concordance.tex
vignettes/var_canada_summary.Rnw
vignettes/var_canada_summary.log
vignettes/var_canada_summary.pdf
vignettes/var_canada_summary.synctex.gz
vignettes/var_canada_summary.tex
