check.fxForward: Checking Consistency of a FX-Forward with a MarketRisk

Description Usage Arguments Value

View source: R/fxForward-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

1
2
## S3 method for class 'fxForward'
check(object, market.risk, ...)

Arguments

object

S3 object of class fxForward.

market.risk

S3 object of class marketRisk created using the constructor marketRisk.

...

additional arguments.

Value

a logical value, is the fx forward consistent with the marketRisk?


sstModel documentation built on May 4, 2018, 1:04 a.m.