ESG (0.1)

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ESG - A package for asset projection.

http://cran.r-project.org/web/packages/ESG

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.

Maintainer: Wassim Youssef
Author(s): Jean-Charles Croix, Thierry Moudiki, Frédéric Planchet, Wassim Youssef

License: GPL (>= 2)

Uses: Does not use any package

Released about 4 years ago.


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