compute.marketRisk: Compute a MarketRisk

Description Usage Arguments Value See Also

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 'marketRisk'
compute(object, market.items, standalones = NULL, nsim,
  seed = NULL, nested.market.computations = F, ...)

Arguments

object

S3 object of class marketRisk.

market.items

list with elements being object of S3 classes inheriting from marketRisk.

standalones

list of possible standalones (default NULL).

nsim

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

seed

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

nested.market.computations

logical value of length one, by default set to FALSE. Should the market items valuations be nested by item types?

...

additional arguments.

Value

a list of numeric values. The simulation results for a marketRisk.

See Also

compute, marketRisk.


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