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ESG  

A Package for Asset Projection
View on CRAN: Click here


Download and install ESG package within the R console
Install from CRAN:
install.packages("ESG")

Install from Github:
library("remotes")
install_github("cran/ESG")

Install by package version:
library("remotes")
install_version("ESG", "1.3")



Attach the package and use:
library("ESG")
Maintained by
Wassim Youssef
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2013-01-14
Latest Update: 2023-08-29
Description:
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.
How to cite:
Wassim Youssef (2013). ESG: A Package for Asset Projection. R package version 1.3, https://cran.r-project.org/web/packages/ESG. Accessed 07 Nov. 2024.
Previous versions and publish date:
0.1 (2013-01-14 10:53), 1.1 (2020-11-05 20:10), 1.2 (2020-11-29 19:10)
Other packages that cited ESG R package
View ESG citation profile
Other R packages that ESG depends, imports, suggests or enhances
Complete documentation for ESG
Functions, R codes and Examples using the ESG R package
Some associated functions: Asset_PriceDistribution . Bond_PriceDistribution . CBond_PriceDistribution . CDSPremium_PriceDistribution . ConvBond_PriceDistribution . ESG-package . EuroCall_Stock_PriceDistribution . EuroCall_ZC_PriceDistribution . EuroPut_Stock_PriceDistribution . EuroPut_ZC_PriceDistribution . MartingaleTest . ParamsScenarios . Scenarios . ZC . ZCBond_PriceDistribution . customPathsGeneration . esg-internal . getForwardRates . getLiquiditySpreadPaths . getParamsBaseScenarios . getRiskParamsScenarios . getRiskParamsScenariosRE . getRiskParamsScenariosS . getRiskParamsScenariosdefSpr . getRiskParamsScenariosliqSpr . getRiskParamsScenariosrt . getShortRatePaths . getZCRates . getdefaultSpreadPaths . getrealEstatePaths . getstockPaths . rAllRisksFactors . rAssetDistribution . rDefaultSpread . rLiquiditySpread . rRealEstate . rShortRate . rStock . setForwardRates . setParamsBaseScenarios . setRiskParamsScenarios . setRiskParamsScenariosRE . setRiskParamsScenariosS . setRiskParamsScenariosdefSpr . setRiskParamsScenariosliqSpr . setRiskParamsScenariosrt . setZCRates . 
Some associated R codes: 1-Object_ParamsScenarios.R . 2-Object_Scenarios.R . Interface.R . Methods_MartingaleTest.R . Methods_PathsGeneration.R . Methods_PriceDistribution_Assets.R . Methods_PriceDistribution_Bond.R . Methods_PriceDistribution_CDSPremium.R . Methods_PriceDistribution_ConvBond.R . Methods_PriceDistribution_CorporateBond.R . Methods_PriceDistribution_EuroCallPut_Stock.R . Methods_PriceDistribution_EuroCallPut_ZC.R . Methods_PriceDistribution_ZCBond.R . internal.R .  Full ESG package functions and examples
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