ESG

From MaRDI portal



CRANESGMaRDI QIDQ132613FDOQ132613

A Package for Asset Projection

Jean-Charles Croix

Last update: 29 August 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2, 0.1, 1.1, 1.3

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.





This page was built for software: ESG