ESGtoolkit : Toolkit for the simulation of financial assets and interest rates models.

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