Scenarios {ESG} | R Documentation |
Scenarios class
Description
This is the main class of the package. It has several method to read and write the parameters.
Details
- ParamsScenarios
A ParamsScenarios object containing the risk parameters
- ForwardRates
The forward rates
- ZCRates
Volatility for rates in vasicek model
- shortRatePaths
The short rate generated paths
- stockPaths
The stock generated paths
- realEstatePaths
The real estate generated paths
- liquiditySpreadPaths
The liquidity spread generated paths
- liquiditySpreadPaths
The liquidity spread generated paths
- defaultSpreadPaths
The default spread generated paths
[Package ESG version 1.3 Index]