# Pricing of Variable Annuities

## Documentation for package ‘valuer’ version 1.1.2

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

calc_account | Calculates the account
constant_parameters | Constant parameter class
data_gatherer | Simple data gatherer
financials_BBM2010 | BBM2010 financial processes
financials_BMOP2011 | BMOP2011 financial processes
financials_BZ2016 | BZ2016 financial processes
financials_BZ2016bis | BZ2016bis financial processes
GMAB | Variable Annuity with GMAB guarantee
GMAB_GMDB | Variable Annuity with GMAB and GMDB guarantees
GMDB | Variable Annuity with GMDB guarantee
GMIB | Variable Annuity with GMIB guarantee
GMWB | Variable Annuity with GMWB guarantee
makeham | Makeham's intensity of mortality
mc_gatherer | Monte Carlo gatherer
mortality_BBM2010 | BBM2010 demographic processes
mortality_BMOP2011 | BMOP2011 demographic processes
mu | Weibull intensity of mortality
payoff_GMWB | GMWB payoff class
payoff_guarantee | Generic guarantee payoff class
payoff_ratchet | Ratchet payoff class
payoff_rollup | Roll-up of premiums payoff class
penalty_class | Surrender penalty class
sq | Square root utility function
va_bs_engine | Variable Annuity pricing engine with GBM
va_bs_engine2 | Variable Annuity pricing engine with GBM and generic mortality
va_engine | Generic Variable Annuity pricing engine
va_mkh_engine | Variable Annuity pricing engine with GBM and Makeham
va_pde_pricer | PDE Pricing of Variable Annuity
va_product | Generic Variable Annuity product class
va_sde_engine | General Variable Annuity pricing engine
va_sde_engine2 | Variable Annuity pricing engine with general financial processes and Weibull mortality
va_sde_engine3 | Variable Annuity pricing engine with general fund processes and Weibull mortality
yr_fractions | Normalizes a timeDate sequence into year fractions