rStock: rStock

Description Usage Arguments Examples

View source: R/Interface.R

Description

Direct stock generation. Object creation is managed internally.

Usage

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  rStock(horizon, nScenarios, ZC, vol, k, volStock, stock0,
    rho)

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

volStock

Volatility

stock0

Initial value for stock

rho

Correlation between stock and short rates

Examples

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data(ZC)
rStock(horizon=10, nScenarios=7, ZC=ZC, vol=.1, k=2, volStock=.2, stock0=100, rho=.5)

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