R: A Monte Carlo Valuation Framework for Variable Annuities

# A Monte Carlo Valuation Framework for Variable Annuities

## Documentation for package ‘vamc’ version 0.2.1

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## 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