check.fxForward: Checking Consistency of a FX-Forward with a MarketRisk
In sstModel: Swiss Solvency Test (SST) Standard Models
Description
Usage
Arguments
Value
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
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 2, 2019, 12:16 p.m.
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Description Usage Arguments Value
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 |
Arguments
object |
S3 object of class fxForward. |
market.risk |
S3 object of class marketRisk created using the constructor
|
... |
additional arguments. |
Value
a logical value, is the fx forward consistent with the marketRisk?
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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