ESG (0.1)

0 users

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 almost 7 years ago.

Ratings

Overall:
  (0 votes)

Documentation:
  (0 votes)

Log in to vote.

Reviews

No one has written a review of ESG yet. Want to be the first? Write one now.

Related packages: ChainLadder, CreditMetrics, PerformanceAnalytics, Rcmdr, TSdbi, TTR, Zelig, backtest, car, copula, dlm, dse, dyn, dynlm, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes … (20 best matches, based on common tags.)

Search for ESG on google, google scholar, r-help, r-devel.

Visit ESG on R Graphical Manual.