Package: stochasticscenarios 1.4.0

T. Moudiki

stochasticscenarios: A Package for Asset Projection

A Package for Asset Projection Using Stochastic Simulation

Authors:T. Moudiki

stochasticscenarios_1.4.0.tar.gz
stochasticscenarios_1.4.0.zip(r-4.7)stochasticscenarios_1.4.0.zip(r-4.6)stochasticscenarios_1.4.0.zip(r-4.5)
stochasticscenarios_1.4.0.tgz(r-4.6-any)stochasticscenarios_1.4.0.tgz(r-4.5-any)
stochasticscenarios_1.4.0.tar.gz(r-4.7-any)stochasticscenarios_1.4.0.tar.gz(r-4.6-any)
stochasticscenarios_1.4.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
stochasticscenarios/json (API)

# Install 'stochasticscenarios' in R:
install.packages('stochasticscenarios', repos = c('https://techtonique.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/techtonique/stochasticscenarios/issues

Datasets:
  • ZC - ZC data

On CRAN:

Conda:

diffusion-modelssimulationstochastic-gradient-descentstochastic-processes

1.70 score 2 scripts 42 exports 0 dependencies

Last updated from:ac169a4291. Checks:7 WARNING, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64WARNING100
source / vignettesOK151
linux-release-x86_64WARNING94
macos-release-arm64WARNING73
macos-oldrel-arm64WARNING102
windows-develWARNING67
windows-releaseWARNING63
windows-oldrelWARNING61
wasm-releaseOK81

Exports:Asset_PriceDistributionBond_PriceDistributionCBond_PriceDistributionCDSPremium_PriceDistributionConvBond_PriceDistributioncustomPathsGenerationEuroCall_Stock_PriceDistributionEuroCall_ZC_PriceDistributionEuroPut_Stock_PriceDistributionEuroPut_ZC_PriceDistributiongetdefaultSpreadPathsgetForwardRatesgetLiquiditySpreadPathsgetParamsBaseScenariosgetrealEstatePathsgetRiskParamsScenariosgetRiskParamsScenariosdefSprgetRiskParamsScenariosliqSprgetRiskParamsScenariosREgetRiskParamsScenariosrtgetRiskParamsScenariosSgetShortRatePathsgetstockPathsgetZCRatesMartingaleTestrAllRisksFactorsrAssetDistributionrDefaultSpreadrLiquiditySpreadrRealEstaterShortRaterStocksetForwardRatessetParamsBaseScenariossetRiskParamsScenariossetRiskParamsScenariosdefSprsetRiskParamsScenariosliqSprsetRiskParamsScenariosREsetRiskParamsScenariosrtsetRiskParamsScenariosSsetZCRatesZCBond_PriceDistribution

Dependencies:

Readme and manuals

Help Manual

Help pageTopics
ESG - Economic Scenario GeneratorESG-package ESG
Asset_PriceDistribution methodAsset_PriceDistribution Asset_PriceDistribution,Scenarios-method
Bond_PriceDistribution methodBond_PriceDistribution Bond_PriceDistribution,Scenarios-method
CBond_PriceDistribution methodCBond_PriceDistribution CBond_PriceDistribution,Scenarios-method
CDSPremium_PriceDistributionCDSPremium_PriceDistribution CDSPremium_PriceDistribution,Scenarios-method
ConvBond_PriceDistribution methodConvBond_PriceDistribution ConvBond_PriceDistribution,Scenarios-method
customPathsGeneration methodcustomPathsGeneration customPathsGeneration,Scenarios-method
EuroCall_Stock_PriceDistribution methodEuroCall_Stock_PriceDistribution EuroCall_Stock_PriceDistribution,Scenarios-method
EuroCall_ZC_PriceDistribution methodEuroCall_ZC_PriceDistribution EuroCall_ZC_PriceDistribution,Scenarios-method
EuroPut_Stock_PriceDistribution methodEuroPut_Stock_PriceDistribution EuroPut_Stock_PriceDistribution,Scenarios-method
EuroPut_ZC_PriceDistribution methodEuroPut_ZC_PriceDistribution EuroPut_ZC_PriceDistribution,Scenarios-method
getdefaultSpreadPaths methodgetdefaultSpreadPaths getdefaultSpreadPaths,Scenarios-method
getForwardRates methodgetForwardRates getForwardRates,Scenarios-method
getLiquiditySpreadPaths methodgetLiquiditySpreadPaths getLiquiditySpreadPaths,Scenarios-method
getParamsBaseScenarios methodgetParamsBaseScenarios getParamsBaseScenarios,Scenarios-method
getrealEstatePaths methodgetrealEstatePaths getrealEstatePaths,Scenarios-method
getRiskParamsScenarios methodgetRiskParamsScenarios getRiskParamsScenarios,Scenarios-method
getRiskParamsScenariosdefSpr methodgetRiskParamsScenariosdefSpr getRiskParamsScenariosdefSpr,Scenarios-method
getRiskParamsScenariosliqSpr methodgetRiskParamsScenariosliqSpr getRiskParamsScenariosliqSpr,Scenarios-method
getRiskParamsScenariosRE methodgetRiskParamsScenariosRE getRiskParamsScenariosRE,Scenarios-method
getRiskParamsScenariosrt methodgetRiskParamsScenariosrt getRiskParamsScenariosrt,Scenarios-method
getRiskParamsScenariosS methodgetRiskParamsScenariosS getRiskParamsScenariosS,Scenarios-method
getShortRatePaths methodgetShortRatePaths getShortRatePaths,Scenarios-method
getstockPaths methodgetstockPaths getstockPaths,Scenarios-method
getZCRates methodgetZCRates getZCRates,Scenarios-method
MartingaleTest methodMartingaleTest MartingaleTest,Scenarios-method
ParamsScenarios classParamsScenarios ParamsScenarios-class
rAllRisksFactorsrAllRisksFactors
rAssetDistributionrAssetDistribution
rDefaultSpreadrDefaultSpread
rLiquiditySpreadrLiquiditySpread
rRealEstaterRealEstate
rShortRaterShortRate
rStockrStock
Scenarios classScenarios Scenarios-class
setForwardRates methodsetForwardRates setForwardRates,Scenarios-method
setParamsBaseScenarios methodsetParamsBaseScenarios setParamsBaseScenarios,Scenarios-method
setRiskParamsScenarios methodsetRiskParamsScenarios setRiskParamsScenarios,Scenarios-method
setRiskParamsScenariosdefSpr methodsetRiskParamsScenariosdefSpr setRiskParamsScenariosdefSpr,Scenarios-method
setRiskParamsScenariosliqSpr methodsetRiskParamsScenariosliqSpr setRiskParamsScenariosliqSpr,Scenarios-method
setRiskParamsScenariosRE methodsetRiskParamsScenariosRE setRiskParamsScenariosRE,Scenarios-method
setRiskParamsScenariosrt methodsetRiskParamsScenariosrt setRiskParamsScenariosrt,Scenarios-method
setRiskParamsScenariosS methodsetRiskParamsScenariosS setRiskParamsScenariosS,Scenarios-method
setZCRates methodsetZCRates setZCRates,Scenarios-method
ZC dataZC
ZCBond_PriceDistribution methodZCBond_PriceDistribution ZCBond_PriceDistribution,Scenarios-method