ESG: A Package for Asset Projection

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.

Version:	1.2
Depends:	methods
Published:	2020-11-29
Author:	Jean-Charles Croix, Thierry Moudiki, Fr�d�ric Planchet, Wassim Youssef
Maintainer:	Wassim Youssef <Wassim.G.Youssef at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
In views:	Finance
CRAN checks:	ESG results

Documentation:

Reference manual:

ESG.pdf

Downloads:

Package source:	ESG_1.2.tar.gz
Windows binaries:	r-devel: ESG_1.2.zip, r-release: ESG_1.2.zip, r-oldrel: ESG_1.2.zip
macOS binaries:	r-release (arm64): ESG_1.2.tgz, r-oldrel (arm64): ESG_1.2.tgz, r-release (x86_64): ESG_1.2.tgz, r-oldrel (x86_64): ESG_1.2.tgz
Old sources:	ESG archive

Linking:

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