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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
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

Documentation:

Reference manual: ESG.pdf

Downloads:

Package source: ESG_1.3.tar.gz
Windows binaries: r-devel: ESG_1.3.zip, r-release: ESG_1.3.zip, r-oldrel: ESG_1.3.zip
macOS binaries: r-release (arm64): ESG_1.3.tgz, r-oldrel (arm64): ESG_1.3.tgz, r-release (x86_64): ESG_1.3.tgz, r-oldrel (x86_64): ESG_1.3.tgz
Old sources: ESG archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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