A Package for Asset Projection

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Documentation for package ‘ESG’ version 1.3

• DESCRIPTION file.

Help Pages

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