wbreymann/FEMS
R Package for Financial Enterprise Modelling and Simulation

Package index
Search the wbreymann/FEMS package
Vignettes
Functions
575
Source code
115
Man pages
85
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wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation
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API

API for wbreymann/FEMS
R Package for Financial Enterprise Modelling and Simulation

Global functions
.getShortNames Source code
.onAttach Source code
.onLoad Source code
AD0 Man page
AD0,character-method Man page
AD0,timeDate-method Man page
AD0-class Man page
Ann Man page
Ann,ANY-method Man page
Annuity Man page
Annuity,ANY-method Man page
Annuity-class Man page
BaseContract Man page
CAPMEngine-class Man page
CT Man page
CT,character-method Man page
CT,jobjRef-method Man page
CTM Man page
CTM, Man page
CTM,character-method Man page
CTM,jobjRef-method Man page
CTterms Man page
CTvars Man page
CapmEngine Man page
CapmEngine,ANY-method Man page
CapmModel Man page
CapmModel,ANY-method Man page
CompoundContract-class Man page
ContractABC-class Man page
ContractModel-class Man page
ContractType-class Man page
DcEngine Man page
DcEngine,RiskFactorConnector-method Man page
DcEngine,missing-method Man page
DcModel Man page
DiscountingEngine-class Man page
DynamicYieldCurve Man page
DynamicYieldCurve, Man page Man page
DynamicYieldCurve,ANY-method Man page
DynamicYieldCurve-class Man page
DynamicYieldCurve-method Man page
EventSeries Man page
EventSeries, Man page
EventSeries,ContractType,AD0-method Man page
EventSeries,ContractType,character-method Man page
EventSeries,ContractType,timeDate-method Man page
EventSeries,ContractType-method Man page
EventSeries,EventSeries,missing-method Man page
EventSeries,Operations,character-method Man page
EventSeries,Portfolio,AD0-method Man page
EventSeries,missing-method Man page
EventSeries-class Man page
ExoticLinearAmortizer Man page
ExoticLinearAmortizer,ANY-method Man page
ExoticLinearAmortizer-class Man page
FEMS Man page
FEMS-package Man page
FEMSContract-class Man page
FinancialModel Man page
FinancialModel-class Man page
ForeignExchangeOutright Man page
ForeignExchangeOutright,ANY-method Man page
ForeignExchangeOutright-class Man page
ForeignExchangeRate-class Man page
Futur Man page
Futur,ANY-method Man page
Future-class Man page
FxRate Man page
FxRate,ANY-method Man page
FxRate-method Man page
Fxout Man page
Fxout,ANY-method Man page
Index Man page
Index,numeric,ANY,character-method Man page
Index-method Man page
Institution Man page
Interpolator Man page
Interpolator-class Man page
Investment,ANY-method Man page
Investments Man page
Investments,ANY-method Man page
Investments-class Man page
Lam Man page
Lam,ANY-method Man page
Lax Man page
Lax,ANY-method Man page
LinearAmortizer Man page
LinearAmortizer,ANY-method Man page
LinearAmortizer-class Man page
MarketInterestRate Man page
MaturityContract-class Man page
ModelStructure Man page
MultiCurrencyDiscountingEngine-class Man page
Nam Man page
Nam,ANY-method Man page
NegativeAmortizer Man page
NegativeAmortizer,ANY-method Man page
NegativeAmortizer-class Man page
OperationalCF Man page
Operations-class Man page
Option Man page
Option,ANY-method Man page
Option-class Man page
Optns Man page
Optns,ANY-method Man page
Pam Man page
Pam,ANY-method Man page
Portfolio Man page
Portfolio,ANY-method Man page
Portfolio-class Man page
PortfolioFast,ContractType-method Man page
PortfolioFast,character-method Man page
PortfolioFast,list-method Man page
PortfolioResults,GranularResults-method Man page
PortfolioResults,character-method Man page
PortfolioTree-class Man page
PrincipalAtMaturity Man page
PrincipalAtMaturity,ANY-method Man page
PrincipalAtMaturity-class Man page
RF Man page
RF,character-method Man page
RFConn Man page
RFConn,ANY-method Man page
RFConn-method Man page
ReferenceIndex-class Man page
Reserves Man page
Reserves,ANY-method Man page
Reserves-class Man page
RiskFactor-class Man page
RiskFactorConnector-class Man page
Stk Man page
Stk,ANY-method Man page
Stock Man page
Stock,ANY-method Man page
Stock-class Man page
Swap-class Man page
Swaps Man page
Swaps,ANY-method Man page
Tree Man page
Tree,ANY-method Man page
Tree.to.nested.list Source code Source code
VE Man page
VE,character-method Man page
VE,jobjRef-method Man page
VEM Man page
VEM,character-method Man page
VEM,jobjRef-method Man page
ValuationEngine-class Man page
ValuationEngineModel-class Man page
XfxDcEngine Man page
XfxDcEngine,ANY-method Man page
XfxDcModel Man page
XfxDcModel,ANY-method Man page
YieldCurve Man page
YieldCurve, Man page Man page
YieldCurve,ANY-method Man page
YieldCurve-class Man page
YieldCurve-method Man page
[,ContractType,character,missing-method Man page
[,ContractType,logical,missing-method Man page
[,ContractType,numeric,missing-method Man page
[,EventSeries,character,missing-method Man page
[,EventSeries,numeric,character-method Man page
[,EventSeries,numeric,logical-method Man page
[,EventSeries,numeric,missing-method Man page
[,EventSeries,numeric,numeric-method Man page
[,eventList,ANY,missing-method Man page
[,timeBuckets,numeric,missing-method Man page
[<-,ContractType,character,missing,ANY-method Man page
[<-,ContractType,numeric,missing,ANY-method Man page
aDates2tDates Man page Source code
accrued Man page
accrued,ContractType,character,RiskFactorConnector-method Man page
accrued,ContractType,character,missing-method Man page
accrued,ContractType,timeDate,RiskFactorConnector-method Man page
accrued,ContractType,timeDate,missing-method Man page
add Man page
add, Man page
add,Portfolio,ContractType-method Man page
add,Portfolio,list-method Man page
add,RiskFactorConnector,RiskFactor-method Man page
add,RiskFactorConnector,list-method Man page
add-method Man page
addActive Source code
addCapitalisationLayer Source code
addChildLayers Source code
addDividendLayer Source code
addInterestAccrualsLayer Source code
addInterestPaymentLayer Source code
addMarginingLayer Source code
addNotionalPrincipalPaymentLayer Source code
addNotionalPrincipalStateLayer Source code
addOperations Source code
addPassive Source code
addPrincipalRedemptionLayer Source code
addRateResetLayer Source code
aggregate.leafs Source code
aggregateAnalytics Source code Source code
annuity Man page Source code
as.DynamicYieldCurve Source code
as.character.AD0 Man page Source code
as.data.frame.EventSeries Man page Source code
as.timeSeries Man page
as.timeSeries.RiskFactor Source code
bankAccount Man page Source code
bond Man page Source code
c,Portfolio2-method Man page
cashFlows Man page Source code
cfStream Man page Source code
cfStream-class Man page
charachter, Man page Man page
charachter-method Man page
character, Man page Man page
character-method Man page Man page Man page
check.date.format Source code
check.start.date Source code
clearAll Source code
clearAnalytics Source code Source code Source code
clearEvents Man page Source code
containsID Man page
containsID,RiskFactorConnector,character-method Man page
containsID-method Man page
contractPlot Source code
convert.Duration Source code
convert.cycle Source code
convert.rate.period Source code
convexity Source code
couponsPerYear Source code
currentaccount.evs Source code
cycle.to.by Source code
date.conversion.attributes Source code
discountFactors Man page
discountFactors, Man page
discountFactors,DynamicYieldCurve-method Man page
discountFactors,YieldCurve-method Man page
discountFactors,numeric-method Man page
drawBasicCTGraphic Source code
drawCombinedCTGraphic Source code
duration Man page Source code
events Man page
events,ContractType,AD0,RiskFactorConnector-method Man page
events,ContractType,AD0,missing-method Man page
events,ContractType,character,RiskFactorConnector-method Man page
events,ContractType,character,missing-method Man page
events,Node,character,RiskFactorConnector-method Man page
events,Operations,AD0,RiskFactorConnector-method Man page
events,Operations,AD0,missing-method Man page
events,Operations,character,RiskFactorConnector-method Man page
events,Operations,character,missing-method Man page
events,Operations,timeDate,RiskFactorConnector-method Man page
events,Operations,timeDate,missing-method Man page
events,Portfolio,AD0,RiskFactorConnector-method Man page
events,Portfolio,AD0,missing-method Man page
events,Portfolio,character,RiskFactorConnector-method Man page
events,Portfolio,character,missing-method Man page
events,Portfolio,timeDate,missing-method Man page
events.modelstructure Source code
export Man page
export,Portfolio-method Man page
extractVariablesFromPortfolio Source code Source code
fAnalytics Man page Source code Source code
format.tree.results Source code
get Man page
get, Man page
get,CAPMEngine,character-method Man page
get,ContractModel,character-method Man page
get,ContractType,character-method Man page
get,DiscountingEngine,character-method Man page
get,DynamicYieldCurve,character-method Man page
get,EventSeries,character-method Man page
get,ForeignExchangeRate,character-method Man page
get,Portfolio,character-method Man page
get,PortfolioTree,character-method Man page
get,ReferenceIndex,character-method Man page
get,RiskFactorConnector,character-method Man page
get,ValuationEngine,character-method Man page
get,ValuationEngineModel,character-method Man page
get,YieldCurve,character-method Man page
get,jobjRef,character-method Man page
get-method Man page
get.YieldCurve Source code
get.col.names Source code
get.data.rate.reset Source code
get.dates.from.cycle Source code
get.summary.fields Source code
getEventAttributes Source code
getEventParameters Source code
getRateAt Man page
halfyear Source code
ids Man page
immunize Man page Source code
import Man page
import,Portfolio,character,character-method Man page
import,Portfolio,character-method Man page
import,Portfolio,data.frame-method Man page
import,PortfolioFast,character,character-method Man page
income Man page
income,ContractType,timeBuckets,character,logical,ValuationEngin Man page
income,ContractType,timeBuckets,character,logical,missing-method Man page
income,ContractType,timeBuckets,character,missing,missing-method Man page
income,ContractType,timeBuckets,missing,logical,ValuationEngine- Man page
income,ContractType,timeBuckets,missing,logical,missing-method Man page
income,ContractType,timeBuckets,missing,missing,missing-method Man page
income,ContractType,timeDate,character,logical,ValuationEngine-m Man page
income,ContractType,timeDate,character,logical,missing-method Man page
income,ContractType,timeDate,character,missing,missing-method Man page
income,ContractType,timeDate,missing,logical,ValuationEngine-met Man page
income,ContractType,timeDate,missing,logical,missing-method Man page
income,ContractType,timeDate,missing,missing,missing-method Man page
income,EventSeries,timeBuckets,character,logical,ValuationEngine Man page
income,EventSeries,timeBuckets,character,logical,missing-method Man page
income,EventSeries,timeBuckets,character,missing,missing-method Man page
income,EventSeries,timeBuckets,missing,logical,ValuationEngine-m Man page
income,EventSeries,timeBuckets,missing,logical,missing-method Man page
income,EventSeries,timeBuckets,missing,missing,missing-method Man page
income,EventSeries,timeDate,character,logical,ValuationEngine-me Man page
income,EventSeries,timeDate,character,logical,missing-method Man page
income,EventSeries,timeDate,character,missing,missing-method Man page
income,EventSeries,timeDate,missing,logical,ValuationEngine-meth Man page
income,EventSeries,timeDate,missing,logical,missing-method Man page
income,EventSeries,timeDate,missing,missing,missing-method Man page
income,Node,timeBuckets,ANY,ANY,ANY-method Man page
income,Operations,timeBuckets,character,ANY,ANY-method Man page
income,Operations,timeBuckets,missing,ANY,ANY-method Man page
income,Operations,timeDate,character,ANY,ANY-method Man page
income,Operations,timeDate,missing,ANY,ANY-method Man page
income,Portfolio,timeBuckets,character,logical,ValuationEngine-m Man page
income,Portfolio,timeBuckets,character,logical,missing-method Man page
income,Portfolio,timeBuckets,missing,missing,ValuationEngine-met Man page
income,Portfolio,timeBuckets,missing,missing,missing-method Man page
income,Portfolio,timeDate,character,logical,ValuationEngine-meth Man page
income,Portfolio,timeDate,character,logical,missing-method Man page
income,Portfolio,timeDate,missing,missing,ValuationEngine-method Man page
income,Portfolio,timeDate,missing,missing,missing-method Man page
income,data.frame,timeDate,character,ANY,ANY-method Man page
income,data.frame,timeDate,character,logical,missing-method Man page
income,eventList,timeDate,character,ANY,ANY-method Man page
income,eventList,timeDate,character,logical,missing-method Man page
income,eventList,timeDate,missing,ANY,ANY-method Man page
income.from.accruals Source code
income.from.accruals.new Source code
income.from.payments Source code
income.from.revaluation Source code
income.from.revaluation.from.es Source code
initializeBasicCTGraphic Source code
initializeCombinedCTGraphic Source code
institution Man page Source code
irr Man page
is.rf.in.rf_conn Source code
is.valid.dcengine.field Source code
is.valid.evs.get.field Source code
is.valid.evs.set.field Source code
is.valid.fxrate.get.field Source code
is.valid.fxrate.set.field Source code
is.valid.index.get.field Source code
is.valid.index.set.field Source code
is.valid.sm.field Source code
is.valid.xfxdcmodel.field Source code
is.valid.yieldcurve.field Source code
length,timeBuckets-method Man page
liquidity Man page
liquidity,ContractType,timeBuckets,character-method Man page
liquidity,ContractType,timeBuckets,missing-method Man page
liquidity,ContractType,timeDate,character-method Man page
liquidity,ContractType,timeDate,missing-method Man page
liquidity,CurrentAccount,timeBuckets,character-method Man page
liquidity,CurrentAccount,timeBuckets,missing-method Man page
liquidity,CurrentAccount,timeDate,character-method Man page
liquidity,CurrentAccount,timeDate,missing-method Man page
liquidity,EventSeries,timeBuckets,character-method Man page
liquidity,EventSeries,timeBuckets,missing-method Man page
liquidity,EventSeries,timeDate,character-method Man page
liquidity,EventSeries,timeDate,missing-method Man page
liquidity,Node,timeBuckets,ANY-method Man page
liquidity,Operations,timeBuckets,character-method Man page
liquidity,Operations,timeBuckets,missing-method Man page
liquidity,Operations,timeDate,character-method Man page
liquidity,Operations,timeDate,missing-method Man page
liquidity,Portfolio,timeBuckets,character-method Man page
liquidity,Portfolio,timeBuckets,missing-method Man page
liquidity,Portfolio,timeDate,character-method Man page
liquidity,Portfolio,timeDate,missing-method Man page
liquidity,data.frame,timeDate,character-method Man page
liquidity,eventList,timeBuckets,character-method Man page
liquidity,eventList,timeBuckets,missing-method Man page
liquidity,eventList,timeDate,character-method Man page
liquidity,eventList,timeDate,missing-method Man page
list.from.matrix Source code Source code
loadFromExcel Source code
loadFromText Source code
loan Man page Source code
longName Source code
map.conventions.yearFraction Source code
maturityContractTypes Source code
missing-method Man page Man page Man page
names,timeBuckets-method Man page
newbiz Man page
newbiz,Node,timeDate,matrix,list,RiskFactorConnector-method Man page
ops.income Source code
ops.liquidity Source code
ops.marketValue Source code
ops.nominal Source code
periodNames Man page Source code
plot,ContractType,character-method Man page
plot,EventSeries,character-method Man page
plot,FEMSContract,character-method Man page
plot,RiskFactor,ANY-method Man page
plot,YieldCurve,missing-method Man page
presentValue Man page Source code
priceVsYieldPlot Man page Source code
priceVsYieldTable Man page Source code
print,EventSeries-method Man page
print,cfStream-method Man page
print,timeBuckets-method Man page
quarters Source code
rates Man page
rates, Man page
rates,DynamicYieldCurve-method Man page
rates,YieldCurve-method Man page
rbind.attributes Source code
remove Man page
remove,Portfolio,character-method Man page
remove,RiskFactorConnector,character-method Man page
remove-method Man page
sensitivity Man page
sensitivity,ContractType,character,character,ValuationEngine,lis Man page
sensitivity,ContractType,character,character,ValuationEngine,mis Man page
sensitivity,ContractType,character,character,missing,list-method Man page
sensitivity,ContractType,character,character,missing,missing-met Man page
sensitivity,ContractType,character,missing,ValuationEngine,missi Man page
sensitivity,EventSeries,character,character,ValuationEngine,list Man page
sensitivity,EventSeries,character,character,ValuationEngine,miss Man page
sensitivity,EventSeries,character,character,missing,list-method Man page
sensitivity,EventSeries,character,character,missing,missing-meth Man page
sensitivity,EventSeries,character,missing,ValuationEngine,missin Man page
set Man page
set,ContractType,ContractModel-method Man page
set,ContractType,RiskFactorConnector-method Man page
set,ContractType,ValuationEngine-method Man page
set,ContractType,list-method Man page
set,DynamicYieldCurve,list-method Man page
set,DynamicYieldCurve,missing-method Man page
set,EventSeries,list-method Man page
set,ForeignExchangeRate,list-method Man page
set,MultiCurrencyDiscountingModel,list-method Man page
set,Portfolio,RiskFactorConnector-method Man page
set,Portfolio,list-method Man page
set,PortfolioTree,list-method Man page
set,ReferenceIndex,list-method Man page
set,ValuationEngineModel,list-method Man page
set,YieldCurve,list-method Man page
set,jobjRef,list-method Man page
shift Source code
shiftDates Source code
shiftDates2 Source code
shiftVsValuePlot Source code
shiftVsValueTable Source code
show,EventSeries-method Man page
show,cfStream-method Man page
show,timeBuckets-method Man page
showContracts.modelstructure Source code
showEvents,Node-method Man page
showEvents.modelstructure Source code
sim.data.rf Source code
solve.for.exponential Source code
solve2 Source code
substrRight Source code
temp.func.type.deprecated Source code
tenors2dates Source code
tenors2dates2 Source code
terms Man page
terms,ContractModel-method Man page
terms,ContractType-method Man page
terms,Operations-method Man page
terms,ValuationEngine-method Man page
terms,ValuationEngineModel-method Man page
terms,jobjRef-method Man page
test.dates Source code
test.dates.yearFraction Source code
testClosure Source code
timeBuckets Man page Source code
timeBuckets-class Man page
transfer.to.collector Source code
validCurrency Source code
validDCEngineFields Source code
validEVSGetFields Source code
validEVSSetFields Source code
validFxRateGetFields Source code
validFxRateSetFields Source code
validIndexGetFields Source code
validIndexSetFields Source code
validXFxDcModelFields Source code
validYieldCurveFields Source code
value Man page
value,ContractType,AD0,character,ValuationEngine-method Man page
value,ContractType,AD0,character,missing-method Man page
value,ContractType,character,character,ValuationEngine-method Man page
value,ContractType,character,character,missing-method Man page
value,ContractType,timeBuckets,character,ValuationEngine-method Man page
value,ContractType,timeBuckets,character,YieldCurve-method Man page
value,ContractType,timeBuckets,character,missing-method Man page
value,ContractType,timeDate,character,ValuationEngine-method Man page
value,ContractType,timeDate,character,missing-method Man page
value,CurrentAccount,character,character,ValuationEngine-method Man page
value,CurrentAccount,character,character,missing-method Man page
value,CurrentAccount,timeDate,character,ValuationEngine-method Man page
value,CurrentAccount,timeDate,character,missing-method Man page
value,EventSeries,AD0,character,missing-method Man page
value,EventSeries,character,character,DiscountingEngine-method Man page
value,EventSeries,character,character,missing-method Man page
value,EventSeries,timeBuckets,character,DiscountingEngine-method Man page
value,EventSeries,timeBuckets,character,missing-method Man page
value,EventSeries,timeDate,character,DiscountingEngine-method Man page
value,EventSeries,timeDate,character,missing-method Man page
value,Node,character,ANY,ANY-method Man page
value,Node,timeBuckets,ANY,ANY-method Man page
value,Node,timeDate,ANY,ANY-method Man page
value,Operations,AD0,character,missing-method Man page
value,Operations,character,character,DiscountingEngine-method Man page
value,Operations,character,character,missing-method Man page
value,Operations,timeBuckets,character,DiscountingEngine-method Man page
value,Operations,timeBuckets,character,missing-method Man page
value,Operations,timeDate,character,DiscountingEngine-method Man page
value,Operations,timeDate,character,missing-method Man page
value,eventList,character,character,DiscountingEngine-method Man page
value,eventList,character,character,list-method Man page
value,eventList,character,character,missing-method Man page
value,eventList,timeBuckets,character,DiscountingEngine-method Man page
value,eventList,timeBuckets,character,missing-method Man page
value,eventList,timeDate,character,DiscountingEngine-method Man page
value,eventList,timeDate,character,missing-method Man page
valueAt Man page
valueAt,ForeignExchangeRate,character-method Man page
valueAt,ReferenceIndex,character-method Man page
vat,ReferenceIndex,character-method Man page
vat-method Man page
versuch Source code
yearFraction Man page
yearFraction, Man page
yield Man page Source code
wbreymann/FEMS documentation built on May 6, 2024, 2:19 p.m.

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