Toolkit for the simulation of financial assets and interest rates models.


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Documentation for package ‘ESGtoolkit’ version 0.1

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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.