Last data update: 2014.03.03

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Results 1 - 10 of 46 found.
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setRiskParamsScenariosS (Package: ESG) : setRiskParamsScenariosS method

Set risk parameters related to short rates in a Scenarios object (these parameters are contained in a [ParamsScenarios] sub-object)
● Data Source: CranContrib
● Keywords:
● Alias: setRiskParamsScenariosS, setRiskParamsScenariosS,Scenarios-method
● 0 images

setForwardRates (Package: ESG) : setForwardRates method

Calculate and set the forward rates in a Scenarios object. Internaly, this method uses the ForwardExtraction() function.
● Data Source: CranContrib
● Keywords:
● Alias: setForwardRates, setForwardRates,Scenarios-method
● 0 images

EuroPut_Stock_PriceDistribution (Package: ESG) : EuroPut_Stock_PriceDistribution method

Get a distribution for EuroPut UL price.
● Data Source: CranContrib
● Keywords:
● Alias: EuroPut_Stock_PriceDistribution, EuroPut_Stock_PriceDistribution,Scenarios-method
● 0 images

getRiskParamsScenarios (Package: ESG) : getRiskParamsScenarios method

Get a list containing all risk paramaters for a Scenarios object.
● Data Source: CranContrib
● Keywords:
● Alias: getRiskParamsScenarios, getRiskParamsScenarios,Scenarios-method
● 0 images

getLiquiditySpreadPaths (Package: ESG) : getLiquiditySpreadPaths method

Get liquidity spread paths for a Scenarios object after projection.
● Data Source: CranContrib
● Keywords:
● Alias: getLiquiditySpreadPaths, getLiquiditySpreadPaths,Scenarios-method
● 0 images

getRiskParamsScenariosS (Package: ESG) : getRiskParamsScenariosS method

Get a list containing the risk paramaters related to UL for a Scenarios object.
● Data Source: CranContrib
● Keywords:
● Alias: getRiskParamsScenariosS, getRiskParamsScenariosS,Scenarios-method
● 0 images

rAssetDistribution (Package: ESG) : rAssetDistribution

Direct generation for all assets values. Object creation is managed internally.
● Data Source: CranContrib
● Keywords:
● Alias: rAssetDistribution
● 0 images

setRiskParamsScenariosRE (Package: ESG) : setRiskParamsScenariosRE method

Set risk parameters related to real estates in a Scenarios object (these parameters are contained in a [ParamsScenarios] sub-object)
● Data Source: CranContrib
● Keywords:
● Alias: setRiskParamsScenariosRE, setRiskParamsScenariosRE,Scenarios-method
● 0 images

setRiskParamsScenariosrt (Package: ESG) : setRiskParamsScenariosrt method

Set risk parameters related to short rates in a Scenarios object (these parameters are contained in a [ParamsScenarios] sub-object)
● Data Source: CranContrib
● Keywords:
● Alias: setRiskParamsScenariosrt, setRiskParamsScenariosrt,Scenarios-method
● 0 images

getParamsBaseScenarios (Package: ESG) : getParamsBaseScenarios method

Get a list containing the horizon and number of scenarios for a Scenarios object.
● Data Source: CranContrib
● Keywords:
● Alias: getParamsBaseScenarios, getParamsBaseScenarios,Scenarios-method
● 0 images