VAPort                  A randomly generated pool of variable annuities
ageOnePolicy            Age a VA policy specified in inPolicy from
                        currentDate (specified in inPolicy) to
                        targetDate. The againg scenario is given in
                        fundScen. The time step length is specified in
                        dT. Here we input a rather irrelevant parameter
                        df to "hack" for a more flexible user-defined
                        projection function.
agePortfolio            Age a portfolio of VA policies specified in
                        each inPolicy of inPortfolio from currentDate
                        (specified in inPolicy) to targetDate. The
                        againg scenario is given in fundScen. The time
                        step length is specified in dT. Here we input a
                        rather irrelevant parameter df to "hack" for a
                        more flexible user-defined projection function.
buildCurve              Bootstrap discount factors from a yield curve.
cForwardCurve           Constant forward curve
calcMortFactors         Calculates the mortality factors (t - 1)px q(x
                        + t - 1) and tpx required to valuate the
                        inPolicy. Extract gender, age (birth date &
                        current date), valuation date (current date),
                        and maturity date from inPolicy, mortality
                        rates from mortTable.
fundMap                 Fund map for 10 funds
genFundScen             Calculate numScen-by-numIndex-by-numStep fund
                        scenarios based on given index scenarios
                        indexScen and fund map fundMap that maps
                        indices to funds.
genIndexScen            Simulate a 3D array, numScen by numIndex by
                        numStep, of Black-Scholes return factors for
                        numIndex indices in each of numStep time steps
                        and each of numScen scenarios. Covariances
                        among indices are specified in covMatrix.
                        Stepsize is given is dT and interpolated
                        discount factors are given in vDF. Random seed
                        is optional for reproducibility.
genPortInception        Generate a portfolio of VA contracts at
                        inception based on given attribute ranges and
                        investment fund information.
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 a VA policy specified in inPolicy based
                        on the simulated fund scenarios fundScen. The
                        time step length is specified in dT and the
                        discount rate for each period is specified in
                        df.
valuatePortfolio        Valuate a portfolio VA policies specified in
                        each curPolicy of inPortfolio based on the
                        simulated fund scenarios fundScen. The time
                        step length is specified in dT and the discount
                        rate for each period is specified in df.
vamc                    vamc: A package for pricing a pool of variable
                        annuities.
