Risk neutral Economic Scenario Generator.
| Package: | ESG |
| Type: | Package |
| Version: | 1.2 |
| Date: | 2020-11-29 |
| License: | GNU |
| Depends: | methods |
The package is build around the "Scenarios" object.
Use the dedicated methods to set all the needed parameters then use the customPathsGeneration() method to proceed to the asset projection.