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: |
1.3 |
| Depends: |
methods |
| Published: |
2023-08-29 |
| DOI: |
10.32614/CRAN.package.ESG |
| Author: |
Jean-Charles Croix, Thierry Moudiki, Frédéric 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 |
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