ESG: ESG - A package for asset projection

The package presents a "Scenarios" class containing general parameters, risk parameters and projection results. Risk parameters are gathered together into a ParamsScenarios sub-object. The general process for using this package is to set all needed parameters in a Scenarios object, use the customPathsGeneration method to proceed to the projection, then use xxx_PriceDistribution() methods to get asset prices.

Version: 0.1
Depends: methods
Published: 2013-01-14
Author: Jean-Charles Croix, Thierry Moudiki, Frédéric Planchet, Wassim Youssef
Maintainer: Wassim Youssef <Wassim.G.Youssef at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Finance
CRAN checks: ESG results

Downloads:

Reference manual: ESG.pdf
Package source: ESG_0.1.tar.gz
OS X binary: ESG_0.1.tgz
Windows binary: ESG_0.1.zip