Package: valuer
Type: Package
Title: Pricing of Variable Annuities
Version: 1.1.0
Authors@R: person("Ivan", "Zoccolan", email = "ivan.zoccolan@gmail.com", role = c("aut", "cre"))
Author: Ivan Zoccolan [aut, cre]
Maintainer: Ivan Zoccolan <ivan.zoccolan@gmail.com>
Description: Pricing of variable annuity life insurance
    contracts by means of Monte Carlo methods. Monte Carlo is used to price
    the contract in case the policyholder cannot surrender while Least Squares Monte Carlo
    is used if the insured can surrender.
    A state-dependent fee structure with a single barrier is implemented.
License: GPL-3
LazyData: TRUE
RoxygenNote: 5.0.1
Depends: R (>= 3.2.5), orthopolynom (>= 1.0-5)
Imports: R6 (>= 2.1.2), RcppEigen (>= 0.3.2.8.1), timeDate (>=
        3012.100), yuima (>= 1.1.6), ggplot2
Suggests: testthat, knitr, rmarkdown, doParallel (>= 1.0.10), foreach
        (>= 1.4.3)
LinkingTo: Rcpp
VignetteBuilder: knitr
URL: http://github.com/IvanZoccolan/valuer
BugReports: http://github.com/IvanZoccolan/valuer/issues
NeedsCompilation: yes
Packaged: 2016-12-10 10:09:49 UTC; vagrant
Repository: CRAN
Date/Publication: 2016-12-12 18:16:36
