getRiskParamsScenariosS: getRiskParamsScenariosS method

Description Examples

Description

Get a list containing the risk paramaters related to UL for a Scenarios object.

Examples

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scenarios1 <- new("Scenarios")
scenarios1 <- setParamsBaseScenarios(scenarios1, horizon=5, nScenarios=10)
scenarios1 <- scenarios1 <- setRiskParamsScenarios(scenarios1, vol=.1, k=2,volStock=.2,
volRealEstate=.15, volDefault=.2, alpha=.1,beta=1, eta=.05,rho=.5, stock0=100,realEstate0=50,
liquiditySpread0=.01, defaultSpread0=.01)
getRiskParamsScenariosS(scenarios1)

Example output

$vol
[1] 0.1

$k
[1] 2

$volStock
[1] 0.2

$stock0
[1] 100

ESG documentation built on Nov. 30, 2020, 1:06 a.m.