ESG-package {ESG}R Documentation

ESG - Economic Scenario Generator

Description

Risk neutral Economic Scenario Generator.

Details

Package: ESG
Type: Package
Version: 1.2
Date: 2020-11-29
License: GNU
Depends: methods

The package is build around the "Scenarios" object.

Use the dedicated methods to set all the needed parameters then use the customPathsGeneration() method to proceed to the asset projection.


[Package ESG version 1.3 Index]