ESG1.3 package

A Package for Asset Projection

Asset_PriceDistribution

Asset_PriceDistribution method

Bond_PriceDistribution

Bond_PriceDistribution method

CBond_PriceDistribution

CBond_PriceDistribution method

CDSPremium_PriceDistribution

CDSPremium_PriceDistribution

ConvBond_PriceDistribution

ConvBond_PriceDistribution method

customPathsGeneration

customPathsGeneration method

esg-internal

Internal esg functions

ESG-package

ESG - Economic Scenario Generator

EuroCall_Stock_PriceDistribution

EuroCall_Stock_PriceDistribution method

EuroCall_ZC_PriceDistribution

EuroCall_ZC_PriceDistribution method

EuroPut_Stock_PriceDistribution

EuroPut_Stock_PriceDistribution method

EuroPut_ZC_PriceDistribution

EuroPut_ZC_PriceDistribution method

getdefaultSpreadPaths

getdefaultSpreadPaths method

getForwardRates

getForwardRates method

getLiquiditySpreadPaths

getLiquiditySpreadPaths method

getParamsBaseScenarios

getParamsBaseScenarios method

getrealEstatePaths

getrealEstatePaths method

getRiskParamsScenarios

getRiskParamsScenarios method

getRiskParamsScenariosdefSpr

getRiskParamsScenariosdefSpr method

getRiskParamsScenariosliqSpr

getRiskParamsScenariosliqSpr method

getRiskParamsScenariosRE

getRiskParamsScenariosRE method

getRiskParamsScenariosrt

getRiskParamsScenariosrt method

getRiskParamsScenariosS

getRiskParamsScenariosS method

getShortRatePaths

getShortRatePaths method

getstockPaths

getstockPaths method

getZCRates

getZCRates method

MartingaleTest

MartingaleTest method

ParamsScenarios

ParamsScenarios class

rAllRisksFactors

rAllRisksFactors

rAssetDistribution

rAssetDistribution

rDefaultSpread

rDefaultSpread

rLiquiditySpread

rLiquiditySpread

rRealEstate

rRealEstate

rShortRate

rShortRate

rStock

rStock

Scenarios

Scenarios class

setForwardRates

setForwardRates method

setParamsBaseScenarios

setParamsBaseScenarios method

setRiskParamsScenarios

setRiskParamsScenarios method

setRiskParamsScenariosdefSpr

setRiskParamsScenariosdefSpr method

setRiskParamsScenariosliqSpr

setRiskParamsScenariosliqSpr method

setRiskParamsScenariosRE

setRiskParamsScenariosRE method

setRiskParamsScenariosrt

setRiskParamsScenariosrt method

setRiskParamsScenariosS

setRiskParamsScenariosS method

setZCRates

setZCRates method

ZCBond_PriceDistribution

ZCBond_PriceDistribution method

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
  • License: GPL (>= 2)
  • Last published: 2023-08-29