ESG - A package for asset projection

The package 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.


Reference manual

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0.1 by Wassim Youssef, 7 years ago

Browse source code at

Authors: Jean-Charles Croix , Thierry Moudiki , Frédéric Planchet , Wassim Youssef

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Depends on methods

See at CRAN