shiftIndex-methods: Shift monthly index with a new start date and replace the...

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Shift monthly index with a new start date and replace the unknown index value with zero.

Usage

shiftIndex(object, ...)

## S4 method for signature 'Index'
shiftIndex(object, newStartDate, endDate)

Arguments

object	Index Object
...	Additional function arguments
newStartDate	new start date
endDate	end date

Examples

xindex <- new("Index", indexID = "IDX1", tabulate = FALSE, annualizedRate = 0.03)
xindex<-setIndex(xindex)
xindex@monthlyIndex
shiftIndex(xindex,as.Date("2016-10-15"),as.Date("2018-10-15"))
shiftIndex(xindex,as.Date("2010-10-15"),as.Date("2013-10-15"))

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.