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

Description Usage Arguments Value See Also

View source: R/delta-base.R

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

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## 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 4, 2018, 1:04 a.m.