rRealEstate: rRealEstate

Description Usage Arguments Examples

View source: R/Interface.R

Description

Direct real estate generation. Object creation is managed internally.

Usage

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  rRealEstate(horizon, nScenarios, ZC, vol, k,
    volRealEstate, realEstate0)

Arguments

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

Examples

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data(ZC)
rRealEstate(horizon=5, nScenarios=10, ZC=ZC, vol=.1, k=2, volRealEstate=.15, realEstate0=50)

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