rShortRate: rShortRate
In ESG: A Package for Asset Projection
rShortRate R Documentation
rShortRate
Description
Direct short rate generation. Object creation is managed
internally.
Usage
rShortRate(horizon, nScenarios, ZC, vol, k)
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
Examples
data(ZC)
rShortRate(horizon=15, nScenarios=10, ZC=ZC, vol=.1, k=2)
ESG documentation built on Aug. 29, 2023, 5:08 p.m.
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| rShortRate | R Documentation |
rShortRate
Description
Direct short rate generation. Object creation is managed internally.
Usage
rShortRate(horizon, nScenarios, ZC, vol, k)
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 |
Examples
data(ZC)
rShortRate(horizon=15, nScenarios=10, ZC=ZC, vol=.1, k=2)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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