A Package for Asset Projection
Asset_PriceDistribution method
Bond_PriceDistribution method
CBond_PriceDistribution method
CDSPremium_PriceDistribution
ConvBond_PriceDistribution method
customPathsGeneration method
Internal esg functions
ESG - Economic Scenario Generator
EuroCall_Stock_PriceDistribution method
EuroCall_ZC_PriceDistribution method
EuroPut_Stock_PriceDistribution method
EuroPut_ZC_PriceDistribution method
getdefaultSpreadPaths method
getForwardRates method
getLiquiditySpreadPaths method
getParamsBaseScenarios method
getrealEstatePaths method
getRiskParamsScenarios method
getRiskParamsScenariosdefSpr method
getRiskParamsScenariosliqSpr method
getRiskParamsScenariosRE method
getRiskParamsScenariosrt method
getRiskParamsScenariosS method
getShortRatePaths method
getstockPaths method
getZCRates method
MartingaleTest method
ParamsScenarios class
rAllRisksFactors
rAssetDistribution
rDefaultSpread
rLiquiditySpread
rRealEstate
rShortRate
rStock
Scenarios class
setForwardRates method
setParamsBaseScenarios method
setRiskParamsScenarios method
setRiskParamsScenariosdefSpr method
setRiskParamsScenariosliqSpr method
setRiskParamsScenariosRE method
setRiskParamsScenariosrt method
setRiskParamsScenariosS method
setZCRates method
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.