Toolkit for Monte Carlo simulations of financial assets and interest rates models, involved in an Economic Scenario Generator (ESG). The underlying simulation loops have been implemented in C++.
| Version: | 0.1 |
| Depends: | CDVine, ggplot2, gridExtra, reshape2, ycinterextra |
| Imports: | Rcpp (≥ 0.11.0) |
| LinkingTo: | Rcpp |
| Suggests: | knitr, fOptions |
| Published: | 2014-06-13 |
| Author: | Jean-Charles Croix, Thierry Moudiki, Frederic Planchet, Wassim Youssef |
| Maintainer: | Thierry Moudiki <thierry.moudiki at gmail.com> |
| License: | GPL-2 | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | ESGtoolkit results |
| Reference manual: | ESGtoolkit.pdf |
| Vignettes: |
ESGtoolkit |
| Package source: | ESGtoolkit_0.1.tar.gz |
| Windows binaries: | r-devel: ESGtoolkit_0.1.zip, r-release: ESGtoolkit_0.1.zip, r-oldrel: ESGtoolkit_0.1.zip |
| OS X El Capitan binaries: | r-release: ESGtoolkit_0.1.tgz |
| OS X Mavericks binaries: | r-oldrel: ESGtoolkit_0.1.tgz |
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