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) |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
ESG results |
Downloads: