A Package for Asset Projection


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Documentation for package ‘ESG’ version 1.2

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ESG-package ESG - Economic Scenario Generator
Asset_PriceDistribution Asset_PriceDistribution method
Asset_PriceDistribution-method Asset_PriceDistribution method
Bond_PriceDistribution Bond_PriceDistribution method
Bond_PriceDistribution-method Bond_PriceDistribution method
CBond_PriceDistribution CBond_PriceDistribution method
CBond_PriceDistribution-method CBond_PriceDistribution method
CDSPremium_PriceDistribution CDSPremium_PriceDistribution
CDSPremium_PriceDistribution-method CDSPremium_PriceDistribution
ConvBond_PriceDistribution ConvBond_PriceDistribution method
ConvBond_PriceDistribution-method ConvBond_PriceDistribution method
customPathsGeneration customPathsGeneration method
customPathsGeneration-method customPathsGeneration method
ESG ESG - Economic Scenario Generator
EuroCall_Stock_PriceDistribution EuroCall_Stock_PriceDistribution method
EuroCall_Stock_PriceDistribution-method EuroCall_Stock_PriceDistribution method
EuroCall_ZC_PriceDistribution EuroCall_ZC_PriceDistribution method
EuroCall_ZC_PriceDistribution-method EuroCall_ZC_PriceDistribution method
EuroPut_Stock_PriceDistribution EuroPut_Stock_PriceDistribution method
EuroPut_Stock_PriceDistribution-method EuroPut_Stock_PriceDistribution method
EuroPut_ZC_PriceDistribution EuroPut_ZC_PriceDistribution method
EuroPut_ZC_PriceDistribution-method EuroPut_ZC_PriceDistribution method
getdefaultSpreadPaths getdefaultSpreadPaths method
getdefaultSpreadPaths-method getdefaultSpreadPaths method
getForwardRates getForwardRates method
getForwardRates-method getForwardRates method
getLiquiditySpreadPaths getLiquiditySpreadPaths method
getLiquiditySpreadPaths-method getLiquiditySpreadPaths method
getParamsBaseScenarios getParamsBaseScenarios method
getParamsBaseScenarios-method getParamsBaseScenarios method
getrealEstatePaths getrealEstatePaths method
getrealEstatePaths-method getrealEstatePaths method
getRiskParamsScenarios getRiskParamsScenarios method
getRiskParamsScenarios-method getRiskParamsScenarios method
getRiskParamsScenariosdefSpr getRiskParamsScenariosdefSpr method
getRiskParamsScenariosdefSpr-method getRiskParamsScenariosdefSpr method
getRiskParamsScenariosliqSpr getRiskParamsScenariosliqSpr method
getRiskParamsScenariosliqSpr-method getRiskParamsScenariosliqSpr method
getRiskParamsScenariosRE getRiskParamsScenariosRE method
getRiskParamsScenariosRE-method getRiskParamsScenariosRE method
getRiskParamsScenariosrt getRiskParamsScenariosrt method
getRiskParamsScenariosrt-method getRiskParamsScenariosrt method
getRiskParamsScenariosS getRiskParamsScenariosS method
getRiskParamsScenariosS-method getRiskParamsScenariosS method
getShortRatePaths getShortRatePaths method
getShortRatePaths-method getShortRatePaths method
getstockPaths getstockPaths method
getstockPaths-method getstockPaths method
getZCRates getZCRates method
getZCRates-method getZCRates method
MartingaleTest MartingaleTest method
MartingaleTest-method MartingaleTest method
ParamsScenarios ParamsScenarios class
ParamsScenarios-class ParamsScenarios class
rAllRisksFactors rAllRisksFactors
rAssetDistribution rAssetDistribution
rDefaultSpread rDefaultSpread
rLiquiditySpread rLiquiditySpread
rRealEstate rRealEstate
rShortRate rShortRate
rStock rStock
Scenarios Scenarios class
Scenarios-class Scenarios class
setForwardRates setForwardRates method
setForwardRates-method setForwardRates method
setParamsBaseScenarios setParamsBaseScenarios method
setParamsBaseScenarios-method setParamsBaseScenarios method
setRiskParamsScenarios setRiskParamsScenarios method
setRiskParamsScenarios-method setRiskParamsScenarios method
setRiskParamsScenariosdefSpr setRiskParamsScenariosdefSpr method
setRiskParamsScenariosdefSpr-method setRiskParamsScenariosdefSpr method
setRiskParamsScenariosliqSpr setRiskParamsScenariosliqSpr method
setRiskParamsScenariosliqSpr-method setRiskParamsScenariosliqSpr method
setRiskParamsScenariosRE setRiskParamsScenariosRE method
setRiskParamsScenariosRE-method setRiskParamsScenariosRE method
setRiskParamsScenariosrt setRiskParamsScenariosrt method
setRiskParamsScenariosrt-method setRiskParamsScenariosrt method
setRiskParamsScenariosS setRiskParamsScenariosS method
setRiskParamsScenariosS-method setRiskParamsScenariosS method
setZCRates setZCRates method
setZCRates-method setZCRates method
ZC ZC data
ZCBond_PriceDistribution ZCBond_PriceDistribution method
ZCBond_PriceDistribution-method ZCBond_PriceDistribution method