setRiskParamsScenariosrt: setRiskParamsScenariosrt method
In ESG: A Package for Asset Projection
setRiskParamsScenariosrt R Documentation
setRiskParamsScenariosrt method
Description
Set risk parameters related to short rates 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
ESG documentation built on Aug. 29, 2023, 5:08 p.m.
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| setRiskParamsScenariosrt | R Documentation |
setRiskParamsScenariosrt method
Description
Set risk parameters related to short rates 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 |
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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