indexNames

A dataset containing names for each index.

datasets

Implementation of a Monte Carlo simulation engine for valuing synthetic portfolios of
variable annuities, which reflect realistic features of common annuity contracts in practice.
It aims to facilitate the development and dissemination of research related to the efficient
valuation of a portfolio of large variable annuities. The main valuation methodology was
proposed by Gan (2017) <doi:10.1515/demo-2017-0021>.

Ben Feng

vamc

A Monte Carlo Valuation Framework for Variable Annuities

Hengxin Li

GuoJun Gan

indexNames function

A vector with 5 elements:<dl class="dl-horizontal">
 <dt>name</dt><dd>name of the index</dd>
 ...
</dl>

Format

Index names — indexNames

A vector with 5 elements:<dl class='dl-horizontal'>
 <dt>name</dt><dd>name of the index</dd>
 ...
</dl>

indexNames: Index names

Description

Usage

Arguments

Format