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
`generate_diverse_sv_paths()`	Generate a list of synthetic return paths using stochastic volatility models with randomized parameters.
`generate_svjd()`	Generate random SVJD scenarios with Feller-compliant parameters
`generate_synthetic_returns()`	Generate a single synthetic stock return path using a stochastic volatility model with jumps and regime switching.
`plot(<rvine_simulation>)`	Plot method for rvine_simulation objects
`print(<rvine_simulation>)`	Print method for rvine_simulation objects
`rg2plus()`	Simulate G2++ short rates model
`rsvjd()`	Simulate SVJD model (with Feller condition check)
`rsvjdg2plus()`	Simulate SVJD model (with Feller condition check) with G2++ short rates model
`sim_to_zoo()`	Convert Simulation Output to a zoo Time Series
`simdiff()`	Simulation of diffusion processes
`simshocks()`	Simulation of Gaussian shocks for risk factors
`simulate_rvine()`	Enhanced R-vine copula simulation with proper distribution preservation
`ycextra()`	Yield curve or zero-coupon prices extrapolation
`ycinter()`	Yield curve or zero-coupon prices interpolation

Reference

All functions