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 |
| Reference manual: | ESG.pdf |
| Package source: | ESG_0.1.tar.gz |
| Windows binaries: | r-devel: ESG_0.1.zip, r-release: ESG_0.1.zip, r-oldrel: ESG_0.1.zip |
| macOS binaries: | r-release: ESG_0.1.tgz, r-oldrel: ESG_0.1.tgz |
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