Last data update: 2014.03.03
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ESGtoolkit
Package: ESGtoolkit
Type: Package
Title: Toolkit for the simulation of financial assets and interest
rates models.
Version: 0.1
Date: 2014-06-13
Author: Jean-Charles Croix, Thierry Moudiki, Frederic Planchet, Wassim Youssef
Maintainer: Thierry Moudiki <thierry.moudiki@gmail.com>
Description: Toolkit for Monte Carlo simulations of financial assets and
interest rates models, involved in an Economic Scenario Generator (ESG).
The underlying simulation loops have been implemented in C++.
License: GPL-2 | GPL-3
Depends: CDVine, ggplot2, gridExtra, reshape2, ycinterextra
Imports: Rcpp (>= 0.11.0)
Suggests: knitr, fOptions
LinkingTo: Rcpp
VignetteBuilder: knitr
Collate: 'RcppExports.R' 'code.R'
Packaged: 2014-06-12 23:32:30 UTC; Thierry
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2014-06-13 06:17:14
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'ESGtoolkit' ...
** package 'ESGtoolkit' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -fpic -g -O2 -c RcppExports.cpp -o RcppExports.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -fpic -g -O2 -c esg2.cpp -o esg2.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o ESGtoolkit.so RcppExports.o esg2.o -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/ESGtoolkit/libs
** R
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'ESGtoolkit'
finding HTML links ... done
ESGtoolkit-package html
esgcortest html
esgdiscountfactor html
esgfwdrates html
finding level-2 HTML links ... done
esgmartingaletest html
esgmccv html
esgmcprices html
esgplotbands html
esgplotshocks html
esgplotts html
simdiff html
simshocks html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (ESGtoolkit)
Making 'packages.html' ... done
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