setRiskParamsScenariosRE: setRiskParamsScenariosRE method
In ESG: A Package for Asset Projection
setRiskParamsScenariosRE R Documentation
setRiskParamsScenariosRE method
Description
Set risk parameters related to real estates in a
Scenarios object (these parameters are contained in a
[ParamsScenarios] sub-object)
Arguments
vol
Volatility for rates in vasicek model
k
k for rates in vasicek model
volRealEstate
Volatility for real estate in Black
& Scholes model
realEstate0
Real estate initial value
ESG documentation built on Aug. 29, 2023, 5:08 p.m.
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| setRiskParamsScenariosRE | R Documentation |
setRiskParamsScenariosRE method
Description
Set risk parameters related to real estates in a
Scenarios object (these parameters are contained in a
[ParamsScenarios] sub-object)
Arguments
vol |
Volatility for rates in vasicek model |
k |
k for rates in vasicek model |
volRealEstate |
Volatility for real estate in Black & Scholes model |
realEstate0 |
Real estate initial value |
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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