Function reference • esgtoolkit

All functions
`calculatereturns()`	Calculate returns or log-returns for multivariate time series
`esgcortest()`	Correlation tests for the shocks (if Gaussian copula)
`esgdiscountfactor()`	Stochastic discount factors or discounted values
`esgfwdrates()`	Instantaneous forward rates
`esgmartingaletest()`	Martingale and market consistency tests
`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 2 gaussian shocks
`esgplotts()`	Plot time series objects
`forwardrates()`	Forward rates extraction
`simdiff()`	Simulation of diffusion processes.
`simshocks()`	Underlying gaussian shocks for risk factors' simulation.
`ycextra()`	Yield curve or zero-coupon prices extrapolation
`ycinter()`	Yield curve or zero-coupon prices interpolation

Reference