ESGtoolkit: Toolkit for the simulation of financial assets and interest rates models

Toolkit for Monte Carlo simulations of financial assets and interest rates models, involved in an Economic Scenario Generator (ESG). The underlying simulation loops have been implemented in C++.

Version: 0.1
Depends: CDVine, ggplot2, gridExtra, reshape2, ycinterextra
Imports: Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Suggests: knitr, fOptions
Published: 2014-06-13
Author: Jean-Charles Croix, Thierry Moudiki, Frederic Planchet, Wassim Youssef
Maintainer: Thierry Moudiki <thierry.moudiki at gmail.com>
License: GPL-2 | GPL-3
NeedsCompilation: yes
CRAN checks: ESGtoolkit results

Downloads:

Reference manual: ESGtoolkit.pdf
Vignettes: ESGtoolkit
Package source: ESGtoolkit_0.1.tar.gz
Windows binaries: r-devel: ESGtoolkit_0.1.zip, r-release: ESGtoolkit_0.1.zip, r-oldrel: ESGtoolkit_0.1.zip
OS X Snow Leopard binaries: r-oldrel: ESGtoolkit_0.1.tgz
OS X Mavericks binaries: r-release: ESGtoolkit_0.1.tgz