Man pages for wbreymann/FEMS
R Package for Financial Enterprise Modelling and Simulation
| accrued-methods | Derive the accrued interest of a contract per specific... |
| ad0-classes | A Reference Class to represent an Analysis Date |
| ad0-methods | AD0-class constructor |
| add-methods | Generic 'add' method |
| annuity | 'annuity' |
| asCharAd0-methods | Type-cast an AD0-object to character |
| as.df-methods | 'EventSeries'-to-data.frame method |
| bankAccount | 'bankAccount' |
| BaseContract | 'BaseContract' |
| bond | 'bond' |
| cashFlows | 'cashFlows' |
| cid-methods | Check whether a 'RiskFactorConnector' contains a certain... |
| clearEvents | Clears previously computed the analytics "analytics" from the... |
| ContractABC-class | A Reference Class parent to all ACTUS & FEMS Contract Types |
| c-Portfolio2-method | This version: 1) Takes the risk factor connector of the first... |
| ct-classes | A Reference Class parent to all ACTUS Contract Types |
| ctm-classes | A Reference Class that represents all Contract Models objects |
| ct-methods | 'ContractType'-class constructor |
| ctm-methods | 'ContractModel'-class constructor |
| dcv-classes | A 'ValuationEngine' implementing discounting of future cash... |
| dfs-methods | Generic method to retrieve discount factors for specific... |
| duration | 'duration' |
| ev-methods | Derive the events for a 'ContractType' |
| evs-classes | A Reference Class representing a (Time-) Series of Contract... |
| evs-methods | 'EventSeries'-class constructor |
| exprt-methods | export the contract events and further results of a portfolio |
| fAnalytics | general function for computing analytics on a data.tree... |
| FEMS-package | R-Interface to the ACTUS Algorithmic Library |
| fx-classes | A Reference Class extending 'RiskFactor' class and... |
| fx-methods | 'ForeignExchangeRate'-class constructor |
| get-methods | Generic method to return the value of certain term(s) or... |
| getRateAt | Computes the forward rate from time t1 to time t2. |
| immunize | 'immunize' |
| imprt-methods | import portfolios of contracts from a source of contract data |
| inc-methods | Derive the income-vector for 'ContractType' |
| ind-classes | A Reference Class extending 'RiskFactor' class and... |
| ind-methods | 'ReferenceIndex'-class constructor |
| institution | Class that contains the whole model of an enterprise or... |
| Interpolator-class | A Reference Class |
| Investments | Investments Contract class definition |
| irr | Internal Rate of Return ('irr') |
| liq-methods | Derive the liquidity-vector for 'ContractType' |
| loan | 'loan' |
| MarketInterestRate | 'MarketInterestRate' |
| modelstructure | Class that contains the whole model of an enterprise or... |
| names-timeBuckets-method | 'print' method for class 'timeBuckets'. |
| newbiz-method | Simulate new (future) business on the PortfolioTree |
| OperationalCF | OperationalCF Contract class definition |
| ops-classes | Operations Contract class definition |
| ops-methods | Operations Contract constructor definition |
| plt-methods | Plot a YieldCurve |
| presentValue | 'presentValue' |
| priceVsYieldPlot | 'priceVsYieldPlot' |
| priceVsYieldTable | 'priceVsYieldTable' |
| print-cfStream-method | 'print' method for class 'cfStream'. |
| print-methods | 'EventSeries'-print method |
| print-timeBuckets-method | 'print' method for class 'timeBuckets'. |
| ptf-classes | A Reference Class that represents a portfolio of multiple... |
| ptf-methods | Portfolio-class constructor |
| rfc-classes | A Reference Class representing the ACTUS concept of a... |
| rf-classes | A Reference Class that represents all Risk Factor objects |
| rfc-methods | 'RiskFactorConnector'-class constructor |
| rf-methods | 'RiskFactor'-class constructor |
| rmv-methods | Generic 'remove' method |
| rts-methods | Generic method to retrieve the rate(s) for (a) specific... |
| sen-methods | Derive the sensitivity of a contract's value with respect to... |
| set-methods | Generic method to set the value of term(s) or parameter(s) of... |
| show-cfStream-method | 'show' method for class 'cfStream'. |
| show-methods | 'EventSeries'-show method |
| show-timeBuckets-method | 'show' method for class 'timeBuckets'. |
| subscript-methods | 'ContractType'-subscript methods |
| tb-classes | An S4 class that defines a time partition. |
| tb-methods | Constructor for class 'timeBuckets'. |
| tree-class | A hierarchical tree structure for the organization of a... |
| tree-methods | Create a new 'PortfolioTree' |
| trms-methods | Generic method to return existing terms or parameters of an... |
| val-methods | Derive the value at AD0 of a contract |
| vat-methods | Generic method to retrieve the value of a... |
| ve-classes | A Reference Class that represents all Valuation Engine... |
| vem-classes | A Reference Class that represents all ValuationEngine Models... |
| ve-methods | 'ValuationEngine'-class constructor |
| vem-methods | 'ValuationEngineModel'-class constructor |
| yc-methods | 'YieldCurve'-class constructor |
| yfrc-methods | Generic function to calculate year fractions |
| yield | 'yield' |
