compute.lifeRisk: Compute a LifeRisk

Description Usage Arguments Value See Also

View source: R/lifeRisk-simulation.R

Description

compute is a generic S3 method for classes inheriting from risk. It returns a vector of aggregated simulations for the corresponding risk.

Usage

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## S3 method for class 'lifeRisk'
compute(object, market.risk, life.item, nsim, seed = NULL,
  ...)

Arguments

object

S3 object of class lifeRisk.

market.risk

S3 object of class marketRisk created using the constructor marketRisk.

life.item

S3 object of class life from a portfolio.

nsim

strictly positive integer value of length one. The number of simulations.

seed

positive integer value of length one. The seed for reproducibility.

...

additional arguments.

Value

a data.table value containing one column named "lifeRisk". The simulations result for a lifeRisk.

See Also

compute, lifeRisk.


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