ESGtoolkit-package | Toolkit for financial assets and interest rates simulation. |
esgcortest | Correlation tests for the shocks |
esgdiscountfactor | Stochastic discount factors or discounted values |
esgfwdrates | Instantaneous forward rates |
esgmartingaletest | Martingale and market consistency tests |
esgmccv | Convergence of Monte Carlo prices |
esgmcprices | Estimation of discounted asset prices |
esgplotbands | Plot time series percentiles and confidence intervals |
esgplotshocks | Visualize the dependence between 2 gaussian shocks |
esgplotts | Plot time series objects |
ESGtoolkit | Toolkit for financial assets and interest rates simulation. |
simdiff | Simulation of diffusion processes. |
simshocks | Underlying gaussian shocks for risk factors' simulation. |