{ "_id": "6a226ccccd65a98ecbd47211", "Package": "ESG", "Type": "Package", "Title": "A Package for Asset Projection", "Version": "1.3", "Date": "2023-08-28", "Author": "Jean-Charles Croix, Thierry Moudiki, Frédéric Planchet, Wassim\nYoussef", "Maintainer": "Wassim Youssef ", "Description": "Presents a \"Scenarios\" class containing general\nparameters, risk parameters and projection results. Risk\nparameters are gathered together into a ParamsScenarios\nsub-object. The general process for using this package is to\nset all needed parameters in a Scenarios object, use the\ncustomPathsGeneration method to proceed to the projection, then\nuse xxx_PriceDistribution() methods to get asset prices.", "License": "GPL (>= 2)", "Encoding": "UTF-8", "Packaged": { "Date": "2026-06-05 06:25:42 UTC", "User": "root" }, "NeedsCompilation": "no", "Repository": "https://etendard7.r-universe.dev", "Date/Publication": "2023-08-29 11:30:33 UTC", "RemoteUrl": "https://github.com/cran/ESG", "RemoteRef": "HEAD", "RemoteSha": "8bd871cb5c421f6b31bcac64fa574ac0d985b673", "MD5sum": "2ce3ad190daa9facc3ee52ed5f5fa4c4", "_user": "etendard7", "_type": "src", "_file": "ESG_1.3.tar.gz", "_fileid": "3e6fda6bf8e69f29e7d7c238712b411c8a86d0aa43a53951e8b29d08c0b52dcb", "_filesize": 156313, "_sha256": "3e6fda6bf8e69f29e7d7c238712b411c8a86d0aa43a53951e8b29d08c0b52dcb", "_created": "2026-06-05T06:25:42.000Z", "_published": "2026-06-05T06:29:32.660Z", "_distro": "noble", "_jobs": [ { 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"https://cranlogs.r-pkg.org/downloads/total/last-month/ESG" }, "_mentions": 12, "_searchresults": 25, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/ESG.html", "manual.pdf" ], "_realowner": "etendard7", "_cranurl": false, "_releases": [ { "version": "0.1", "date": "2013-01-14" }, { "version": "1.1", "date": "2020-11-05" }, { "version": "1.2", "date": "2020-11-29" }, { "version": "1.3", "date": "2023-08-29" } ], "_exports": [ "Asset_PriceDistribution", "Bond_PriceDistribution", "CBond_PriceDistribution", "CDSPremium_PriceDistribution", "ConvBond_PriceDistribution", "customPathsGeneration", "EuroCall_Stock_PriceDistribution", "EuroCall_ZC_PriceDistribution", "EuroPut_Stock_PriceDistribution", "EuroPut_ZC_PriceDistribution", "getdefaultSpreadPaths", "getForwardRates", "getLiquiditySpreadPaths", "getParamsBaseScenarios", "getrealEstatePaths", "getRiskParamsScenarios", "getRiskParamsScenariosdefSpr", "getRiskParamsScenariosliqSpr", "getRiskParamsScenariosRE", "getRiskParamsScenariosrt", "getRiskParamsScenariosS", "getShortRatePaths", "getstockPaths", "getZCRates", "MartingaleTest", "rAllRisksFactors", "rAssetDistribution", "rDefaultSpread", "rLiquiditySpread", "rRealEstate", "rShortRate", "rStock", "setForwardRates", "setParamsBaseScenarios", "setRiskParamsScenarios", "setRiskParamsScenariosdefSpr", "setRiskParamsScenariosliqSpr", "setRiskParamsScenariosRE", "setRiskParamsScenariosrt", "setRiskParamsScenariosS", "setZCRates", "ZCBond_PriceDistribution" ], "_datasets": [ { "name": "ZC", "title": "ZC data", "object": "ZC", "file": "ZC.rda", "class": [ "numeric" ], "fields": [], "table": false, "tojson": true } ], "_help": [ { "page": "ESG-package", "title": "ESG - Economic Scenario Generator", "topics": [ "ESG-package", "ESG" ] }, { "page": "Asset_PriceDistribution", "title": "Asset_PriceDistribution method", "topics": [ "Asset_PriceDistribution", "Asset_PriceDistribution,Scenarios-method" ] }, { "page": "Bond_PriceDistribution", "title": "Bond_PriceDistribution method", "topics": [ "Bond_PriceDistribution", "Bond_PriceDistribution,Scenarios-method" ] }, { "page": "CBond_PriceDistribution", "title": "CBond_PriceDistribution method", "topics": [ "CBond_PriceDistribution", "CBond_PriceDistribution,Scenarios-method" ] }, { "page": "CDSPremium_PriceDistribution", "title": "CDSPremium_PriceDistribution", "topics": [ "CDSPremium_PriceDistribution", "CDSPremium_PriceDistribution,Scenarios-method" ] }, { "page": "ConvBond_PriceDistribution", "title": "ConvBond_PriceDistribution method", "topics": [ "ConvBond_PriceDistribution", "ConvBond_PriceDistribution,Scenarios-method" ] }, { "page": "customPathsGeneration", "title": "customPathsGeneration method", "topics": [ "customPathsGeneration", "customPathsGeneration,Scenarios-method" ] }, { "page": "EuroCall_Stock_PriceDistribution", "title": "EuroCall_Stock_PriceDistribution method", "topics": [ "EuroCall_Stock_PriceDistribution", "EuroCall_Stock_PriceDistribution,Scenarios-method" ] }, { "page": "EuroCall_ZC_PriceDistribution", "title": "EuroCall_ZC_PriceDistribution method", "topics": [ "EuroCall_ZC_PriceDistribution", "EuroCall_ZC_PriceDistribution,Scenarios-method" ] }, { "page": "EuroPut_Stock_PriceDistribution", "title": "EuroPut_Stock_PriceDistribution method", "topics": [ "EuroPut_Stock_PriceDistribution", "EuroPut_Stock_PriceDistribution,Scenarios-method" ] }, { "page": "EuroPut_ZC_PriceDistribution", "title": "EuroPut_ZC_PriceDistribution method", "topics": [ "EuroPut_ZC_PriceDistribution", "EuroPut_ZC_PriceDistribution,Scenarios-method" ] }, { "page": "getdefaultSpreadPaths", "title": "getdefaultSpreadPaths method", "topics": [ "getdefaultSpreadPaths", "getdefaultSpreadPaths,Scenarios-method" ] }, { "page": "getForwardRates", "title": "getForwardRates method", "topics": [ "getForwardRates", "getForwardRates,Scenarios-method" ] }, { "page": "getLiquiditySpreadPaths", "title": "getLiquiditySpreadPaths method", "topics": [ "getLiquiditySpreadPaths", "getLiquiditySpreadPaths,Scenarios-method" ] }, { "page": "getParamsBaseScenarios", "title": "getParamsBaseScenarios method", "topics": [ "getParamsBaseScenarios", "getParamsBaseScenarios,Scenarios-method" ] }, { "page": "getrealEstatePaths", "title": "getrealEstatePaths method", "topics": [ "getrealEstatePaths", "getrealEstatePaths,Scenarios-method" ] }, { "page": "getRiskParamsScenarios", "title": "getRiskParamsScenarios method", "topics": [ "getRiskParamsScenarios", "getRiskParamsScenarios,Scenarios-method" ] }, { "page": "getRiskParamsScenariosdefSpr", "title": "getRiskParamsScenariosdefSpr method", "topics": [ "getRiskParamsScenariosdefSpr", "getRiskParamsScenariosdefSpr,Scenarios-method" ] }, { "page": "getRiskParamsScenariosliqSpr", "title": "getRiskParamsScenariosliqSpr method", "topics": [ "getRiskParamsScenariosliqSpr", "getRiskParamsScenariosliqSpr,Scenarios-method" ] }, { "page": "getRiskParamsScenariosRE", "title": "getRiskParamsScenariosRE method", "topics": [ "getRiskParamsScenariosRE", "getRiskParamsScenariosRE,Scenarios-method" ] }, { "page": "getRiskParamsScenariosrt", "title": "getRiskParamsScenariosrt method", "topics": [ "getRiskParamsScenariosrt", "getRiskParamsScenariosrt,Scenarios-method" ] }, { "page": "getRiskParamsScenariosS", "title": "getRiskParamsScenariosS method", "topics": [ "getRiskParamsScenariosS", "getRiskParamsScenariosS,Scenarios-method" ] }, { "page": "getShortRatePaths", "title": "getShortRatePaths method", "topics": [ "getShortRatePaths", "getShortRatePaths,Scenarios-method" ] }, { "page": "getstockPaths", "title": "getstockPaths method", "topics": [ "getstockPaths", "getstockPaths,Scenarios-method" ] }, { "page": "getZCRates", "title": "getZCRates method", "topics": [ "getZCRates", "getZCRates,Scenarios-method" ] }, { "page": "MartingaleTest", "title": "MartingaleTest method", "topics": [ "MartingaleTest", "MartingaleTest,Scenarios-method" ] }, { "page": "ParamsScenarios", "title": "ParamsScenarios class", "topics": [ "ParamsScenarios", "ParamsScenarios-class" ] }, { "page": "rAllRisksFactors", "title": "rAllRisksFactors", "topics": [ "rAllRisksFactors" ] }, { "page": "rAssetDistribution", "title": "rAssetDistribution", "topics": [ "rAssetDistribution" ] }, { "page": "rDefaultSpread", "title": "rDefaultSpread", "topics": [ "rDefaultSpread" ] }, { "page": "rLiquiditySpread", "title": "rLiquiditySpread", "topics": [ "rLiquiditySpread" ] }, { "page": "rRealEstate", "title": "rRealEstate", "topics": [ "rRealEstate" ] }, { "page": "rShortRate", "title": "rShortRate", "topics": [ "rShortRate" ] }, { "page": "rStock", "title": "rStock", "topics": [ "rStock" ] }, { "page": "Scenarios", "title": "Scenarios class", "topics": [ "Scenarios", "Scenarios-class" ] }, { "page": "setForwardRates", "title": "setForwardRates method", "topics": [ "setForwardRates", "setForwardRates,Scenarios-method" ] }, { "page": "setParamsBaseScenarios", "title": "setParamsBaseScenarios method", "topics": [ "setParamsBaseScenarios", "setParamsBaseScenarios,Scenarios-method" ] }, { "page": "setRiskParamsScenarios", "title": "setRiskParamsScenarios method", "topics": [ "setRiskParamsScenarios", "setRiskParamsScenarios,Scenarios-method" ] }, { "page": "setRiskParamsScenariosdefSpr", "title": "setRiskParamsScenariosdefSpr method", "topics": [ "setRiskParamsScenariosdefSpr", "setRiskParamsScenariosdefSpr,Scenarios-method" ] }, { "page": "setRiskParamsScenariosliqSpr", "title": "setRiskParamsScenariosliqSpr method", "topics": [ "setRiskParamsScenariosliqSpr", "setRiskParamsScenariosliqSpr,Scenarios-method" ] }, { "page": "setRiskParamsScenariosRE", "title": "setRiskParamsScenariosRE method", "topics": [ "setRiskParamsScenariosRE", "setRiskParamsScenariosRE,Scenarios-method" ] }, { "page": "setRiskParamsScenariosrt", "title": "setRiskParamsScenariosrt method", "topics": [ "setRiskParamsScenariosrt", 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