A Monte Carlo Valuation Framework for Variable Annuities
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Documentation for package ‘vamc’ version 0.2.1
Help Pages
| ageOnePolicy | Age One Policy |
| agePortfolio | Age a Portfolio |
| buildCurve | Build Curve |
| calcMortFactors | Calculate Mortality Factors |
| cForwardCurve | Constant Forward Curve |
| fundMap | Fund Map for 10 Funds |
| genFundScen | Generate Fund Scenerio |
| genIndexScen | Generate Index Scenerio |
| genPortInception | Generate Portfolio at Inception |
| histDates | Historical Scenario Dates |
| histIdxScen | Historical Index Scenario for 5 Indices over 175 Months |
| indexNames | Index Names |
| indexScen | 5 Indices for 10 Scenarios over 360 Months |
| mCov | Covariance Matrix for 5 Indices |
| mortTable | Mortality Rate for Male and Female from Ages 5 to 115 |
| swapRate | Swap Rates across 30 Years |
| valuateOnePolicy | Valuate One Policy |
| valuatePortfolio | Valuate a Portfolio |
| vamc | vamc: A package for pricing a pool of variable annuities. |
| VAPort | A Randomly Generated Pool of Variable Annuities |