Last data update: 2014.03.03
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ESG
Package: ESG
Type: Package
Title: ESG - A package for asset projection
Version: 0.1
Date: 2013-01-13
Author: Jean-Charles Croix, Thierry Moudiki, Frédéric Planchet, Wassim
Youssef
Maintainer: Wassim Youssef <Wassim.G.Youssef@gmail.com>
Description: The package presents a "Scenarios" class containing
general parameters, risk parameters and projection results.
Risk parameters are gathered together into a ParamsScenarios
sub-object. The general process for using this package is to
set all needed parameters in a Scenarios object, use the
customPathsGeneration method to proceed to the projection, then
use xxx_PriceDistribution() methods to get asset prices.
License: GPL (>= 2)
Depends: methods
Encoding: latin1
Packaged: 2013-01-13 12:20:21 UTC; wassim
Repository: CRAN
Date/Publication: 2013-01-14 10:53:20
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'ESG' ...
** package 'ESG' successfully unpacked and MD5 sums checked
** R
** data
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'ESG'
finding HTML links ... done
Asset_PriceDistribution html
Bond_PriceDistribution html
CBond_PriceDistribution html
CDSPremium_PriceDistribution html
ConvBond_PriceDistribution html
ESG-package html
EuroCall_Stock_PriceDistribution html
EuroCall_ZC_PriceDistribution html
EuroPut_Stock_PriceDistribution html
EuroPut_ZC_PriceDistribution html
MartingaleTest html
ParamsScenarios html
Scenarios html
ZC html
ZCBond_PriceDistribution html
customPathsGeneration html
esg-internal html
getForwardRates html
getLiquiditySpreadPaths html
getParamsBaseScenarios html
getRiskParamsScenarios html
getRiskParamsScenariosRE html
getRiskParamsScenariosS html
getRiskParamsScenariosdefSpr html
getRiskParamsScenariosliqSpr html
getRiskParamsScenariosrt html
getShortRatePaths html
getZCRates html
getdefaultSpreadPaths html
getrealEstatePaths html
getstockPaths html
rAllRisksFactors html
rAssetDistribution html
rDefaultSpread html
rLiquiditySpread html
rRealEstate html
rShortRate html
rStock html
setForwardRates html
setParamsBaseScenarios html
setRiskParamsScenarios html
setRiskParamsScenariosRE html
setRiskParamsScenariosS html
setRiskParamsScenariosdefSpr html
setRiskParamsScenariosliqSpr html
setRiskParamsScenariosrt html
setZCRates html
** building package indices
** testing if installed package can be loaded
* DONE (ESG)
Making 'packages.html' ... done
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