check.delta: Checking Consistency of a Delta-Normal Remainder Term with a...

In sstModel: Swiss Solvency Test (SST) Standard Models

Description

check is a generic S3 method for S3 classes inheriting from item. It is a logical method checking if the item is well defined with respect to a risk (i.e. that all information necessary for valuating the item is available).

Usage

## S3 method for class 'delta'
check(object, market.risk, ...)

Arguments

object	S3 object of class delta.
market.risk	S3 object of class marketRisk created using the constructor marketRisk.
...	additional arguments.

Value

a logical value, is the delta consistent with the marketRisk?

See Also

check, delta, marketRisk.

sstModel documentation built on May 2, 2019, 12:16 p.m.