rRealEstate | R Documentation |
Direct real estate generation. Object creation is managed internally.
rRealEstate(horizon, nScenarios, ZC, vol, k,
volRealEstate, realEstate0)
horizon |
Horizon of projection |
nScenarios |
Number of scenarios |
ZC |
ZC rate input |
vol |
Volatility for short rates |
k |
k for rates in vasicek model |
volRealEstate |
Volatility |
realEstate0 |
Initial value for real estate |
data(ZC)
rRealEstate(horizon=5, nScenarios=10, ZC=ZC, vol=.1, k=2, volRealEstate=.15, realEstate0=50)
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