getRiskParamsScenariosdefSpr: getRiskParamsScenariosdefSpr method

Description Examples

Description

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

Examples

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scenarios1 <- new("Scenarios")
scenarios1 <- setParamsBaseScenarios(scenarios1, horizon=5, nScenarios=10)
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)
getRiskParamsScenariosdefSpr(scenarios1)

ESG documentation built on May 30, 2017, 12:34 a.m.