Package index • esgtoolkit

All functions
`calculatereturns()`	Calculate returns or log-returns for multivariate time series
`esgcortest()`	Correlation test for shocks
`esgdiscountfactor()`	Stochastic Discount Factors
`esgfwdrates()`	Instantaneous forward rates
`esgmartingaletest()`	Test for martingale property and market consistency
`esgmccv()`	Convergence of Monte Carlo prices
`esgmcprices()`	Estimation of discounted asset prices
`esgplotbands()`	Plot time series percentiles and confidence intervals
`esgplotshocks()`	Visualize the dependence between Gaussian shocks
`esgplotts()`	Plot time series objects
`forwardrates()`	Forward rates extraction
`simdiff()`	Simulation of diffusion processes
`simshocks()`	Simulation of Gaussian shocks for risk factors
`ycextra()`	Yield curve or zero-coupon prices extrapolation
`ycinter()`	Yield curve or zero-coupon prices interpolation

Reference