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ESG (version 1.3)

ESG-package: ESG - Economic Scenario Generator

Description

Risk neutral Economic Scenario Generator.

Arguments

Details

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.